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% | 7.77 CHF | 7.79 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 153'687 CHF | 154'084 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 7.78 CHF | 7.80 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 153'938 CHF | 154'334 CHF | 98.77% | 98.77% |
18.11.2024 | 0.27% | 7.56 CHF | 7.58 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 149'474 CHF | 149'871 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 7.51 CHF | 7.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 149'681 CHF | 150'081 CHF | 71.38% | 71.38% |
14.11.2024 | 0.28% | 7.38 CHF | 7.40 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 144'888 CHF | 145'284 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 7.25 CHF | 7.27 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 142'332 CHF | 142'729 CHF | 99.45% | 99.45% |
12.11.2024 | 0.29% | 7.11 CHF | 7.13 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 138'506 CHF | 138'902 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 6.92 CHF | 6.94 CHF | 20'000 | 20'000 | 19'799 | 19'799 | 138'955 CHF | 139'352 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 7.17 CHF | 7.19 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 144'773 CHF | 145'170 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 7.48 CHF | 7.50 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 148'857 CHF | 149'253 CHF | 100.00% | 100.00% |