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 | 0.22% | 9.05 CHF | 9.07 CHF | 57'000 | 57'000 | 56'300 | 56'300 | 512'366 CHF | 513'492 CHF | 99.44% | 99.44% |
19.11.2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57'000 | 57'000 | 56'857 | 56'857 | 515'020 CHF | 516'157 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 9.09 CHF | 9.11 CHF | 57'000 | 57'000 | 56'997 | 56'997 | 515'516 CHF | 516'656 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 513'066 CHF | 514'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 8.97 CHF | 8.99 CHF | 57'000 | 57'000 | 57'610 | 57'610 | 512'996 CHF | 514'148 CHF | 98.56% | 98.56% |
13.11.2024 | 0.23% | 8.83 CHF | 8.85 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 511'442 CHF | 512'602 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.73 CHF | 8.75 CHF | 59'000 | 59'000 | 58'044 | 58'044 | 511'352 CHF | 512'513 CHF | 99.90% | 99.90% |
11.11.2024 | 0.22% | 8.92 CHF | 8.94 CHF | 57'000 | 57'000 | 57'635 | 57'635 | 513'478 CHF | 514'631 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 8.78 CHF | 8.80 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 509'857 CHF | 511'017 CHF | 98.30% | 98.30% |
07.11.2024 | 0.22% | 8.89 CHF | 8.91 CHF | 58'000 | 58'000 | 57'549 | 57'549 | 512'907 CHF | 514'058 CHF | 100.00% | 100.00% |