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% | 8.95 CHF | 8.96 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 159'457 CHF | 159'636 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 18'000 | 18'000 | 17'827 | 17'827 | 158'266 CHF | 158'445 CHF | 98.86% | 98.86% |
18.11.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 18'000 | 18'000 | 18'093 | 18'093 | 156'993 CHF | 157'174 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 160'276 CHF | 160'461 CHF | 71.82% | 71.82% |
14.11.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 157'961 CHF | 158'140 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 18'000 | 18'000 | 17'835 | 17'835 | 157'308 CHF | 157'487 CHF | 99.27% | 99.27% |
12.11.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 159'830 CHF | 160'005 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 161'930 CHF | 162'103 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.10 CHF | 9.11 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 162'129 CHF | 162'306 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 18'000 | 18'000 | 17'713 | 17'713 | 162'902 CHF | 163'079 CHF | 100.00% | 100.00% |