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 | 0.19% | 7.88 CHF | 7.89 CHF | 82'000 | 82'000 | 40'055 | 40'055 | 320'877 CHF | 321'430 CHF | 99.89% | 99.89% |
19.11.2024 | 0.19% | 7.92 CHF | 7.93 CHF | 82'000 | 82'000 | 40'104 | 40'104 | 318'916 CHF | 319'470 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 8.12 CHF | 8.13 CHF | 81'000 | 81'000 | 39'506 | 39'506 | 313'944 CHF | 314'496 CHF | 99.85% | 99.85% |
15.11.2024 | 0.20% | 7.75 CHF | 7.76 CHF | 83'000 | 83'000 | 40'290 | 40'290 | 317'439 CHF | 317'995 CHF | 99.99% | 99.99% |
14.11.2024 | 0.19% | 8.09 CHF | 8.10 CHF | 81'000 | 81'000 | 38'569 | 38'569 | 315'818 CHF | 316'347 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 8.27 CHF | 8.28 CHF | 80'000 | 80'000 | 38'782 | 38'782 | 324'609 CHF | 325'144 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 8.46 CHF | 8.47 CHF | 79'000 | 79'000 | 37'750 | 37'750 | 324'732 CHF | 325'252 CHF | 99.96% | 99.96% |
11.11.2024 | 0.18% | 8.70 CHF | 8.71 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 323'988 CHF | 324'498 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 8.85 CHF | 8.86 CHF | 77'000 | 77'000 | 36'622 | 36'622 | 324'371 CHF | 324'873 CHF | 99.85% | 99.85% |
07.11.2024 | 0.18% | 8.74 CHF | 8.75 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 330'648 CHF | 331'178 CHF | 100.00% | 100.00% |