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 | 0.26% | 7.00 CHF | 7.01 CHF | 51'000 | 51'000 | 20'446 | 20'446 | 143'794 CHF | 144'092 CHF | 99.75% | 99.75% |
19.11.2024 | 0.27% | 6.94 CHF | 6.95 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 142'159 CHF | 142'464 CHF | 99.97% | 99.97% |
18.11.2024 | 0.27% | 6.81 CHF | 6.82 CHF | 52'000 | 52'000 | 20'442 | 20'442 | 136'401 CHF | 136'696 CHF | 99.81% | 99.81% |
15.11.2024 | 0.25% | 6.79 CHF | 6.80 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 140'913 CHF | 141'201 CHF | 98.81% | 98.81% |
14.11.2024 | 0.24% | 7.46 CHF | 7.47 CHF | 49'000 | 49'000 | 19'457 | 19'457 | 145'267 CHF | 145'549 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 7.35 CHF | 7.36 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 146'971 CHF | 147'253 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.70 CHF | 7.71 CHF | 49'000 | 49'000 | 18'152 | 18'152 | 141'245 CHF | 141'502 CHF | 95.73% | 99.66% |
11.11.2024 | 0.22% | 7.92 CHF | 7.93 CHF | 48'000 | 48'000 | 18'659 | 18'659 | 150'500 CHF | 150'770 CHF | 99.46% | 99.46% |
08.11.2024 | 0.21% | 8.13 CHF | 8.14 CHF | 47'000 | 47'000 | 18'340 | 18'340 | 152'068 CHF | 152'333 CHF | 99.91% | 99.91% |
07.11.2024 | 0.42% | 8.62 CHF | 8.63 CHF | 45'000 | 45'000 | 14'298 | 14'298 | 116'825 CHF | 117'085 CHF | 97.55% | 97.55% |