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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.23% | 8.86 CHF | 8.88 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 78'703 CHF | 78'881 CHF | 100.00% | 100.00% |
02.12.2024 | 0.23% | 8.91 CHF | 8.93 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 78'483 CHF | 78'661 CHF | 99.99% | 99.99% |
29.11.2024 | 0.23% | 8.70 CHF | 8.72 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 76'984 CHF | 77'163 CHF | 100.00% | 100.00% |
28.11.2024 | 0.23% | 8.68 CHF | 8.70 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 77'728 CHF | 77'907 CHF | 100.00% | 100.00% |
27.11.2024 | 0.24% | 8.41 CHF | 8.43 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 75'879 CHF | 76'057 CHF | 100.00% | 100.00% |
26.11.2024 | 0.23% | 8.83 CHF | 8.85 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 79'139 CHF | 79'317 CHF | 100.00% | 100.00% |
25.11.2024 | 0.23% | 8.87 CHF | 8.89 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 77'714 CHF | 77'892 CHF | 100.00% | 100.00% |
22.11.2024 | 0.24% | 8.64 CHF | 8.66 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 76'369 CHF | 76'548 CHF | 99.98% | 99.98% |
20.11.2024 | 0.24% | 8.10 CHF | 8.12 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 81'694 CHF | 81'893 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 8.12 CHF | 8.14 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 81'416 CHF | 81'614 CHF | 98.88% | 98.88% |