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% | 9.13 CHF | 9.14 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 444'870 CHF | 445'354 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 50'000 | 50'000 | 49'524 | 49'522 | 443'383 CHF | 443'861 CHF | 98.65% | 98.65% |
18.11.2024 | 0.12% | 8.83 CHF | 8.84 CHF | 50'000 | 50'000 | 49'532 | 49'529 | 431'116 CHF | 431'579 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 423'228 CHF | 423'728 CHF | 70.92% | 70.92% |
14.11.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 414'169 CHF | 414'655 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.73 CHF | 8.74 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 434'789 CHF | 435'284 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 431'629 CHF | 432'125 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 452'333 CHF | 452'829 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 465'838 CHF | 466'334 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 460'675 CHF | 461'166 CHF | 100.00% | 100.00% |