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% | 9.52 CHF | 9.53 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 169'618 CHF | 169'797 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 18'000 | 18'000 | 17'827 | 17'827 | 168'428 CHF | 168'607 CHF | 98.86% | 98.86% |
18.11.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 18'000 | 18'000 | 18'092 | 18'092 | 167'285 CHF | 167'466 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.18 CHF | 9.19 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 170'822 CHF | 171'007 CHF | 71.91% | 71.91% |
14.11.2024 | 0.11% | 9.49 CHF | 9.50 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 168'125 CHF | 168'304 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 18'000 | 18'000 | 17'835 | 17'835 | 167'474 CHF | 167'653 CHF | 99.27% | 99.27% |
12.11.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 169'793 CHF | 169'968 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 171'810 CHF | 171'983 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 172'236 CHF | 172'414 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 18'000 | 18'000 | 17'708 | 17'708 | 172'912 CHF | 173'089 CHF | 100.00% | 100.00% |