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 | 0.33% | 9.31 CHF | 9.34 CHF | 16'930 | 16'930 | 16'867 | 16'867 | 155'687 CHF | 156'194 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 9.33 CHF | 9.36 CHF | 17'007 | 17'007 | 16'723 | 16'723 | 158'729 CHF | 159'231 CHF | 98.70% | 98.70% |
18.11.2024 | 0.33% | 9.44 CHF | 9.47 CHF | 16'934 | 16'934 | 16'944 | 16'944 | 154'900 CHF | 155'408 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 8.87 CHF | 8.90 CHF | 17'274 | 17'274 | 17'309 | 17'309 | 153'571 CHF | 154'091 CHF | 70.93% | 70.93% |
14.11.2024 | 0.36% | 8.76 CHF | 8.79 CHF | 17'391 | 17'391 | 17'390 | 17'390 | 146'674 CHF | 147'196 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 9.01 CHF | 9.04 CHF | 17'209 | 17'209 | 17'029 | 17'029 | 155'687 CHF | 156'198 CHF | 99.89% | 99.89% |
12.11.2024 | 0.34% | 8.86 CHF | 8.89 CHF | 17'360 | 17'360 | 17'267 | 17'267 | 151'442 CHF | 151'961 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 8.77 CHF | 8.80 CHF | 17'471 | 17'471 | 16'998 | 16'998 | 157'859 CHF | 158'370 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 9.51 CHF | 9.54 CHF | 17'108 | 17'108 | 16'927 | 16'927 | 162'782 CHF | 163'290 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 9.85 CHF | 9.88 CHF | 16'994 | 16'994 | 17'033 | 17'033 | 161'778 CHF | 162'289 CHF | 100.00% | 100.00% |