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% | 7.75 CHF | 7.77 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 71'253 CHF | 71'437 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 7.90 CHF | 7.93 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 62'539 CHF | 62'707 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 8.22 CHF | 8.25 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 65'851 CHF | 66'026 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 8.40 CHF | 8.42 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 67'996 CHF | 68'174 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 8.80 CHF | 8.82 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 70'142 CHF | 70'327 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 8.46 CHF | 8.48 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 68'616 CHF | 68'806 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 8.64 CHF | 8.66 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 63'017 CHF | 63'197 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 9.61 CHF | 9.63 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 76'894 CHF | 77'097 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 9.39 CHF | 9.42 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 67'637 CHF | 67'834 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 10.58 CHF | 10.61 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 73'387 CHF | 73'574 CHF | 100.00% | 100.00% |