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 | 0.35% | 8.74 CHF | 8.75 CHF | 46'000 | 46'000 | 20'941 | 20'941 | 183'688 CHF | 184'179 CHF | 99.90% | 99.90% |
19.11.2024 | 0.36% | 8.75 CHF | 8.76 CHF | 46'000 | 46'000 | 21'191 | 21'191 | 185'194 CHF | 185'688 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 8.89 CHF | 8.90 CHF | 46'000 | 46'000 | 20'911 | 20'911 | 186'665 CHF | 187'155 CHF | 99.90% | 99.90% |
15.11.2024 | 0.34% | 8.92 CHF | 8.93 CHF | 46'000 | 46'000 | 20'831 | 20'831 | 189'904 CHF | 190'394 CHF | 99.89% | 99.89% |
14.11.2024 | 0.34% | 9.22 CHF | 9.23 CHF | 46'000 | 46'000 | 20'916 | 20'916 | 191'620 CHF | 192'110 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 9.08 CHF | 9.09 CHF | 46'000 | 46'000 | 20'923 | 20'923 | 190'383 CHF | 190'873 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 9.22 CHF | 9.23 CHF | 46'000 | 46'000 | 20'926 | 20'926 | 192'816 CHF | 193'306 CHF | 99.85% | 99.85% |
11.11.2024 | 0.34% | 9.23 CHF | 9.24 CHF | 46'000 | 46'000 | 20'823 | 20'823 | 191'132 CHF | 191'622 CHF | 99.58% | 99.58% |
08.11.2024 | 0.35% | 9.11 CHF | 9.12 CHF | 46'000 | 46'000 | 21'000 | 21'000 | 188'476 CHF | 188'966 CHF | 99.23% | 99.23% |
07.11.2024 | 0.35% | 8.90 CHF | 8.91 CHF | 46'000 | 46'000 | 20'910 | 20'910 | 186'077 CHF | 186'567 CHF | 99.90% | 99.90% |