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 | 0.23% | 8.89 CHF | 8.91 CHF | 33'500 | 33'500 | 33'259 | 33'259 | 288'349 CHF | 289'014 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 8.69 CHF | 8.71 CHF | 33'100 | 33'100 | 33'882 | 33'882 | 296'659 CHF | 297'337 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 8.50 CHF | 8.52 CHF | 34'400 | 34'400 | 34'943 | 34'943 | 296'601 CHF | 297'300 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 8.49 CHF | 8.51 CHF | 35'300 | 35'300 | 34'819 | 34'819 | 290'024 CHF | 290'720 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 8.35 CHF | 8.37 CHF | 34'500 | 34'500 | 34'621 | 34'621 | 292'869 CHF | 293'561 CHF | 99.79% | 99.79% |
13.11.2024 | 0.24% | 8.66 CHF | 8.68 CHF | 34'700 | 34'700 | 34'157 | 34'157 | 287'892 CHF | 288'575 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.53 CHF | 8.55 CHF | 33'800 | 33'800 | 34'162 | 34'162 | 290'547 CHF | 291'230 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 8.42 CHF | 8.44 CHF | 34'400 | 34'400 | 34'883 | 34'883 | 292'688 CHF | 293'386 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 8.36 CHF | 8.38 CHF | 35'200 | 35'200 | 36'044 | 36'044 | 297'534 CHF | 298'253 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 8.05 CHF | 8.07 CHF | 36'600 | 36'600 | 35'218 | 35'218 | 280'289 CHF | 280'994 CHF | 100.00% | 100.00% |