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% | 9.83 CHF | 9.84 CHF | 44'000 | 44'000 | 19'715 | 19'715 | 195'506 CHF | 195'964 CHF | 99.40% | 99.40% |
19.11.2024 | 0.31% | 9.90 CHF | 9.91 CHF | 44'000 | 44'000 | 19'756 | 19'756 | 195'354 CHF | 195'811 CHF | 99.00% | 99.00% |
18.11.2024 | 0.32% | 9.93 CHF | 9.94 CHF | 44'000 | 44'000 | 19'696 | 19'696 | 194'783 CHF | 195'241 CHF | 99.87% | 99.87% |
15.11.2024 | 0.32% | 9.93 CHF | 9.94 CHF | 44'000 | 44'000 | 19'665 | 19'665 | 193'676 CHF | 194'134 CHF | 99.72% | 99.72% |
14.11.2024 | 0.31% | 9.93 CHF | 9.94 CHF | 44'000 | 44'000 | 19'737 | 19'737 | 195'985 CHF | 196'441 CHF | 98.53% | 98.53% |
13.11.2024 | 0.32% | 9.85 CHF | 9.86 CHF | 44'000 | 44'000 | 19'775 | 19'775 | 194'414 CHF | 194'872 CHF | 99.30% | 99.30% |
12.11.2024 | 0.32% | 9.84 CHF | 9.85 CHF | 44'000 | 44'000 | 19'753 | 19'753 | 194'256 CHF | 194'714 CHF | 98.21% | 98.21% |
11.11.2024 | 0.32% | 9.88 CHF | 9.89 CHF | 44'000 | 44'000 | 19'675 | 19'675 | 193'343 CHF | 193'801 CHF | 99.76% | 99.76% |
08.11.2024 | 0.32% | 9.73 CHF | 9.74 CHF | 44'000 | 44'000 | 19'967 | 19'967 | 191'976 CHF | 192'440 CHF | 99.04% | 99.04% |
07.11.2024 | 0.32% | 9.50 CHF | 9.51 CHF | 46'000 | 46'000 | 19'957 | 19'957 | 191'738 CHF | 192'198 CHF | 99.52% | 99.52% |