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 | 0.12% | 8.37 CHF | 8.38 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 149'079 CHF | 149'258 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 18'000 | 18'000 | 17'828 | 17'828 | 147'936 CHF | 148'114 CHF | 98.86% | 98.86% |
18.11.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 18'000 | 18'000 | 18'096 | 18'096 | 146'484 CHF | 146'665 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 149'547 CHF | 149'732 CHF | 72.05% | 72.05% |
14.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 147'617 CHF | 147'795 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 18'000 | 18'000 | 17'835 | 17'835 | 146'964 CHF | 147'143 CHF | 99.27% | 99.27% |
12.11.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 149'694 CHF | 149'869 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.74 CHF | 8.75 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 151'875 CHF | 152'048 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 151'844 CHF | 152'022 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 18'000 | 18'000 | 17'713 | 17'713 | 152'634 CHF | 152'811 CHF | 100.00% | 100.00% |