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 | 0.22% | 9.08 CHF | 9.10 CHF | 16'927 | 16'927 | 16'866 | 16'866 | 151'758 CHF | 152'096 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 9.10 CHF | 9.12 CHF | 17'005 | 17'005 | 16'723 | 16'723 | 154'847 CHF | 155'182 CHF | 98.70% | 98.70% |
18.11.2024 | 0.23% | 9.21 CHF | 9.23 CHF | 16'931 | 16'931 | 16'945 | 16'945 | 150'954 CHF | 151'294 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 8.64 CHF | 8.66 CHF | 17'277 | 17'277 | 17'309 | 17'309 | 149'537 CHF | 149'883 CHF | 70.78% | 70.78% |
14.11.2024 | 0.25% | 8.53 CHF | 8.55 CHF | 17'388 | 17'388 | 17'390 | 17'390 | 142'613 CHF | 142'961 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 8.78 CHF | 8.80 CHF | 17'207 | 17'207 | 17'029 | 17'029 | 151'731 CHF | 152'072 CHF | 99.90% | 99.90% |
12.11.2024 | 0.24% | 8.63 CHF | 8.65 CHF | 17'360 | 17'360 | 17'267 | 17'267 | 147'433 CHF | 147'779 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 8.53 CHF | 8.55 CHF | 17'476 | 17'476 | 16'997 | 16'997 | 153'929 CHF | 154'269 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 9.28 CHF | 9.30 CHF | 17'108 | 17'108 | 16'927 | 16'927 | 158'901 CHF | 159'240 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 9.62 CHF | 9.64 CHF | 16'994 | 16'994 | 17'033 | 17'033 | 157'863 CHF | 158'204 CHF | 100.00% | 100.00% |