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 | 0.27% | 7.57 CHF | 7.59 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 149'636 CHF | 150'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 7.58 CHF | 7.60 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 149'881 CHF | 150'277 CHF | 98.77% | 98.77% |
18.11.2024 | 0.27% | 7.36 CHF | 7.38 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 145'462 CHF | 145'859 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 7.31 CHF | 7.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 145'614 CHF | 146'014 CHF | 71.69% | 71.69% |
14.11.2024 | 0.28% | 7.18 CHF | 7.20 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 140'830 CHF | 141'227 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 7.05 CHF | 7.07 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 138'282 CHF | 138'678 CHF | 99.45% | 99.45% |
12.11.2024 | 0.30% | 6.91 CHF | 6.93 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 134'478 CHF | 134'874 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 6.72 CHF | 6.74 CHF | 20'000 | 20'000 | 19'800 | 19'800 | 134'907 CHF | 135'303 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 6.96 CHF | 6.98 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 140'728 CHF | 141'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 7.27 CHF | 7.29 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 144'814 CHF | 145'211 CHF | 100.00% | 100.00% |