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 | 0.11% | 8.89 CHF | 8.90 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 265'758 CHF | 266'053 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 263'863 CHF | 264'158 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 8.99 CHF | 9.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 266'458 CHF | 266'747 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 270'674 CHF | 270'974 CHF | 83.45% | 83.45% |
14.11.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 269'976 CHF | 270'271 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.04 CHF | 9.05 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 268'410 CHF | 268'707 CHF | 99.30% | 99.30% |
12.11.2024 | 0.11% | 9.06 CHF | 9.07 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 271'906 CHF | 272'203 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 275'879 CHF | 276'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.16 CHF | 9.17 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 273'066 CHF | 273'364 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 276'693 CHF | 276'990 CHF | 100.00% | 100.00% |