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% | 6.93 CHF | 6.94 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 142'383 CHF | 142'682 CHF | 99.75% | 99.75% |
19.11.2024 | 0.27% | 6.87 CHF | 6.88 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 140'677 CHF | 140'982 CHF | 99.97% | 99.97% |
18.11.2024 | 0.27% | 6.74 CHF | 6.75 CHF | 52'000 | 52'000 | 20'466 | 20'466 | 135'098 CHF | 135'393 CHF | 99.89% | 99.89% |
15.11.2024 | 0.25% | 6.72 CHF | 6.73 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 139'516 CHF | 139'805 CHF | 98.81% | 98.81% |
14.11.2024 | 0.24% | 7.39 CHF | 7.40 CHF | 49'000 | 49'000 | 19'450 | 19'450 | 143'917 CHF | 144'199 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 7.28 CHF | 7.29 CHF | 50'000 | 50'000 | 19'509 | 19'509 | 145'680 CHF | 145'962 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.63 CHF | 7.64 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 139'911 CHF | 140'168 CHF | 95.89% | 99.82% |
11.11.2024 | 0.22% | 7.85 CHF | 7.86 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 149'645 CHF | 149'914 CHF | 99.59% | 99.59% |
08.11.2024 | 0.22% | 8.07 CHF | 8.08 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 151'181 CHF | 151'447 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 8.57 CHF | 8.58 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 117'351 CHF | 117'612 CHF | 98.05% | 98.05% |