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% | 8.96 CHF | 8.97 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 215'985 CHF | 216'225 CHF | 99.43% | 99.43% |
19.11.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 214'461 CHF | 214'701 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 210'101 CHF | 210'341 CHF | 99.88% | 99.88% |
15.11.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 213'365 CHF | 213'615 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 209'326 CHF | 209'576 CHF | 98.61% | 98.61% |
13.11.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 211'550 CHF | 211'800 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 212'904 CHF | 213'154 CHF | 99.90% | 99.90% |
11.11.2024 | 0.11% | 8.65 CHF | 8.66 CHF | 24'000 | 24'000 | 24'002 | 24'002 | 208'955 CHF | 209'195 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 206'197 CHF | 206'447 CHF | 98.30% | 98.30% |
07.11.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 209'030 CHF | 209'280 CHF | 100.00% | 100.00% |