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 | 0.31% | 9.86 CHF | 9.87 CHF | 44'000 | 44'000 | 19'614 | 19'614 | 195'064 CHF | 195'522 CHF | 99.03% | 99.03% |
19.11.2024 | 0.31% | 9.93 CHF | 9.94 CHF | 44'000 | 44'000 | 19'743 | 19'743 | 195'777 CHF | 196'235 CHF | 99.66% | 99.66% |
18.11.2024 | 0.31% | 9.96 CHF | 9.97 CHF | 44'000 | 44'000 | 19'680 | 19'680 | 195'185 CHF | 195'643 CHF | 99.78% | 99.78% |
15.11.2024 | 0.32% | 9.96 CHF | 9.97 CHF | 44'000 | 44'000 | 19'666 | 19'666 | 194'256 CHF | 194'714 CHF | 99.72% | 99.72% |
14.11.2024 | 0.31% | 9.96 CHF | 9.97 CHF | 44'000 | 44'000 | 19'737 | 19'737 | 196'554 CHF | 197'011 CHF | 98.57% | 98.57% |
13.11.2024 | 0.32% | 9.88 CHF | 9.89 CHF | 44'000 | 44'000 | 19'719 | 19'719 | 194'430 CHF | 194'888 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 9.87 CHF | 9.88 CHF | 44'000 | 44'000 | 19'792 | 19'792 | 195'210 CHF | 195'668 CHF | 99.16% | 99.16% |
11.11.2024 | 0.32% | 9.90 CHF | 9.91 CHF | 44'000 | 44'000 | 19'675 | 19'675 | 193'903 CHF | 194'361 CHF | 99.76% | 99.76% |
08.11.2024 | 0.32% | 9.75 CHF | 9.76 CHF | 44'000 | 44'000 | 19'968 | 19'968 | 192'563 CHF | 193'027 CHF | 99.05% | 99.05% |
07.11.2024 | 0.32% | 9.53 CHF | 9.54 CHF | 46'000 | 46'000 | 19'925 | 19'925 | 192'015 CHF | 192'475 CHF | 99.88% | 99.88% |