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% | 6.82 CHF | 6.83 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 140'102 CHF | 140'400 CHF | 99.76% | 99.76% |
19.11.2024 | 0.27% | 6.76 CHF | 6.77 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 138'377 CHF | 138'682 CHF | 99.97% | 99.97% |
18.11.2024 | 0.28% | 6.63 CHF | 6.64 CHF | 52'000 | 52'000 | 20'446 | 20'446 | 132'731 CHF | 133'026 CHF | 99.82% | 99.82% |
15.11.2024 | 0.26% | 6.61 CHF | 6.62 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 137'277 CHF | 137'566 CHF | 98.81% | 98.81% |
14.11.2024 | 0.25% | 7.28 CHF | 7.29 CHF | 49'000 | 49'000 | 19'455 | 19'455 | 141'719 CHF | 142'000 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 7.17 CHF | 7.18 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 143'454 CHF | 143'736 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.52 CHF | 7.53 CHF | 49'000 | 49'000 | 18'151 | 18'151 | 137'977 CHF | 138'234 CHF | 95.73% | 99.66% |
11.11.2024 | 0.23% | 7.74 CHF | 7.75 CHF | 48'000 | 48'000 | 18'661 | 18'661 | 147'164 CHF | 147'433 CHF | 99.46% | 99.46% |
08.11.2024 | 0.22% | 7.95 CHF | 7.96 CHF | 47'000 | 47'000 | 18'343 | 18'343 | 148'821 CHF | 149'087 CHF | 99.92% | 99.92% |
07.11.2024 | 0.43% | 8.45 CHF | 8.46 CHF | 45'000 | 45'000 | 14'301 | 14'301 | 114'300 CHF | 114'560 CHF | 97.56% | 97.56% |