Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.24% | 7.61 CHF | 7.62 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 156'394 CHF | 156'692 CHF | 99.76% | 99.76% |
19.11.2024 | 0.25% | 7.55 CHF | 7.56 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 155'013 CHF | 155'319 CHF | 99.97% | 99.97% |
18.11.2024 | 0.25% | 7.43 CHF | 7.44 CHF | 52'000 | 52'000 | 20'447 | 20'447 | 149'024 CHF | 149'319 CHF | 99.82% | 99.82% |
15.11.2024 | 0.23% | 7.41 CHF | 7.42 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 153'298 CHF | 153'587 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.08 CHF | 8.09 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 157'252 CHF | 157'534 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 7.96 CHF | 7.97 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 158'936 CHF | 159'219 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 8.31 CHF | 8.32 CHF | 49'000 | 49'000 | 18'148 | 18'148 | 152'317 CHF | 152'574 CHF | 95.73% | 99.66% |
11.11.2024 | 0.21% | 8.53 CHF | 8.54 CHF | 48'000 | 48'000 | 18'661 | 18'661 | 161'907 CHF | 162'176 CHF | 99.46% | 99.46% |
08.11.2024 | 0.20% | 8.74 CHF | 8.75 CHF | 47'000 | 47'000 | 18'351 | 18'351 | 163'260 CHF | 163'525 CHF | 99.95% | 99.95% |
07.11.2024 | 0.39% | 9.23 CHF | 9.24 CHF | 45'000 | 45'000 | 14'278 | 14'278 | 125'292 CHF | 125'552 CHF | 97.49% | 97.49% |