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% | 8.74 CHF | 8.75 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 210'655 CHF | 210'895 CHF | 99.47% | 99.47% |
19.11.2024 | 0.11% | 8.67 CHF | 8.68 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 209'139 CHF | 209'379 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 204'761 CHF | 205'001 CHF | 99.89% | 99.89% |
15.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 207'808 CHF | 208'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 203'702 CHF | 203'952 CHF | 98.66% | 98.66% |
13.11.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'933 CHF | 206'183 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 207'304 CHF | 207'554 CHF | 99.88% | 99.88% |
11.11.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 24'000 | 24'000 | 24'002 | 24'002 | 203'574 CHF | 203'814 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 200'573 CHF | 200'823 CHF | 98.29% | 98.29% |
07.11.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 203'426 CHF | 203'676 CHF | 100.00% | 100.00% |