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% | 8.23 CHF | 8.24 CHF | 50'000 | 38'000 | 49'531 | 37'656 | 413'175 CHF | 314'495 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 50'000 | 38'000 | 49'527 | 37'653 | 406'881 CHF | 309'710 CHF | 99.30% | 99.30% |
18.11.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 50'000 | 38'000 | 49'532 | 37'657 | 415'593 CHF | 316'332 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 50'000 | 38'000 | 50'000 | 38'000 | 425'848 CHF | 324'024 CHF | 72.92% | 72.92% |
14.11.2024 | 0.12% | 8.76 CHF | 8.77 CHF | 50'000 | 38'000 | 49'534 | 37'657 | 427'655 CHF | 325'488 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 50'000 | 38'000 | 49'524 | 37'651 | 422'537 CHF | 321'613 CHF | 98.47% | 98.47% |
12.11.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 50'000 | 38'000 | 49'531 | 37'653 | 434'294 CHF | 330'523 CHF | 99.39% | 99.39% |
11.11.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 50'000 | 38'000 | 49'531 | 37'656 | 447'571 CHF | 340'644 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 50'000 | 38'000 | 49'532 | 37'657 | 438'452 CHF | 333'711 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.06 CHF | 9.07 CHF | 50'000 | 38'000 | 49'532 | 37'657 | 450'621 CHF | 342'963 CHF | 100.00% | 100.00% |