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 | 0.68% | 7.09 CHF | 7.10 CHF | 21'900 | 21'900 | 8'942 | 8'942 | 63'873 CHF | 64'170 CHF | 99.89% | 99.89% |
19.11.2024 | 0.71% | 7.19 CHF | 7.20 CHF | 20'100 | 20'100 | 7'970 | 7'970 | 60'798 CHF | 61'092 CHF | 99.95% | 99.95% |
18.11.2024 | 0.64% | 7.48 CHF | 7.49 CHF | 21'300 | 21'300 | 8'166 | 8'166 | 63'073 CHF | 63'333 CHF | 99.89% | 99.89% |
15.11.2024 | 0.70% | 7.57 CHF | 7.58 CHF | 19'500 | 19'500 | 7'757 | 7'757 | 62'010 CHF | 62'303 CHF | 99.99% | 99.99% |
14.11.2024 | 0.66% | 8.94 CHF | 8.95 CHF | 19'000 | 19'000 | 7'683 | 7'683 | 67'475 CHF | 67'763 CHF | 99.76% | 99.76% |
13.11.2024 | 0.68% | 7.68 CHF | 7.69 CHF | 21'500 | 21'500 | 8'734 | 8'734 | 64'731 CHF | 65'020 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 7.07 CHF | 7.08 CHF | 19'100 | 19'100 | 7'619 | 7'619 | 59'384 CHF | 59'668 CHF | 99.95% | 99.95% |
11.11.2024 | 0.68% | 8.63 CHF | 8.65 CHF | 15'900 | 15'900 | 6'085 | 6'085 | 59'399 CHF | 59'683 CHF | 99.36% | 99.36% |
08.11.2024 | 0.66% | 10.58 CHF | 10.60 CHF | 15'300 | 15'300 | 6'090 | 6'090 | 62'364 CHF | 62'650 CHF | 99.53% | 99.53% |
07.11.2024 | 0.66% | 9.93 CHF | 9.95 CHF | 17'300 | 17'300 | 7'217 | 7'217 | 66'998 CHF | 67'306 CHF | 99.56% | 99.56% |