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% | 8.00 CHF | 8.01 CHF | 82'000 | 82'000 | 40'050 | 40'050 | 325'630 CHF | 326'184 CHF | 99.88% | 99.88% |
19.11.2024 | 0.19% | 8.04 CHF | 8.05 CHF | 82'000 | 82'000 | 40'114 | 40'114 | 323'750 CHF | 324'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 8.24 CHF | 8.25 CHF | 81'000 | 81'000 | 39'436 | 39'436 | 318'078 CHF | 318'629 CHF | 99.65% | 99.65% |
15.11.2024 | 0.19% | 7.87 CHF | 7.88 CHF | 83'000 | 83'000 | 40'287 | 40'287 | 322'233 CHF | 322'789 CHF | 99.98% | 99.98% |
14.11.2024 | 0.19% | 8.21 CHF | 8.22 CHF | 81'000 | 81'000 | 38'563 | 38'563 | 320'351 CHF | 320'880 CHF | 99.98% | 99.98% |
13.11.2024 | 0.18% | 8.39 CHF | 8.40 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 329'174 CHF | 329'709 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 8.58 CHF | 8.59 CHF | 79'000 | 79'000 | 37'759 | 37'759 | 329'235 CHF | 329'755 CHF | 99.99% | 99.99% |
11.11.2024 | 0.18% | 8.82 CHF | 8.83 CHF | 77'000 | 77'000 | 37'182 | 37'182 | 328'316 CHF | 328'826 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 8.97 CHF | 8.98 CHF | 77'000 | 77'000 | 36'589 | 36'589 | 328'297 CHF | 328'800 CHF | 99.76% | 99.76% |
07.11.2024 | 0.18% | 8.85 CHF | 8.86 CHF | 77'000 | 77'000 | 38'173 | 38'173 | 334'904 CHF | 335'434 CHF | 99.95% | 99.95% |