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% | 8.55 CHF | 8.56 CHF | 29'000 | 29'000 | 28'710 | 28'710 | 247'036 CHF | 247'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 29'000 | 29'000 | 28'722 | 28'722 | 245'910 CHF | 246'197 CHF | 98.87% | 98.87% |
18.11.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 29'000 | 29'000 | 28'729 | 28'729 | 245'597 CHF | 245'885 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 29'000 | 29'000 | 29'164 | 29'164 | 247'972 CHF | 248'264 CHF | 71.80% | 71.80% |
14.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 29'500 | 29'500 | 29'262 | 29'262 | 246'079 CHF | 246'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 30'000 | 30'000 | 29'667 | 29'667 | 246'892 CHF | 247'189 CHF | 99.56% | 99.56% |
12.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 30'000 | 30'000 | 29'632 | 29'632 | 246'357 CHF | 246'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 29'500 | 29'500 | 29'224 | 29'224 | 245'895 CHF | 246'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 30'000 | 30'000 | 29'698 | 29'698 | 246'355 CHF | 246'652 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 29'500 | 29'500 | 29'223 | 29'223 | 245'975 CHF | 246'268 CHF | 100.00% | 100.00% |