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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.21% | 9.28 CHF | 9.30 CHF | 36'300 | 36'300 | 36'059 | 36'059 | 338'706 CHF | 339'427 CHF | 100.00% | 100.00% |
22.11.2024 | 0.21% | 9.82 CHF | 9.84 CHF | 35'900 | 35'900 | 37'169 | 37'169 | 354'603 CHF | 355'347 CHF | 99.95% | 99.95% |
20.11.2024 | 0.22% | 9.12 CHF | 9.14 CHF | 37'600 | 37'600 | 37'960 | 37'960 | 344'350 CHF | 345'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 8.81 CHF | 8.83 CHF | 38'200 | 38'200 | 37'236 | 37'236 | 330'307 CHF | 331'052 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 9.11 CHF | 9.13 CHF | 36'600 | 36'600 | 36'600 | 36'600 | 337'120 CHF | 337'852 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 9.30 CHF | 9.32 CHF | 36'700 | 36'700 | 36'516 | 36'516 | 339'704 CHF | 340'434 CHF | 98.67% | 98.67% |
14.11.2024 | 0.21% | 9.25 CHF | 9.27 CHF | 36'400 | 36'400 | 37'612 | 37'612 | 352'604 CHF | 353'356 CHF | 99.79% | 99.79% |
13.11.2024 | 0.23% | 8.96 CHF | 8.98 CHF | 38'500 | 38'500 | 38'680 | 38'680 | 343'260 CHF | 344'033 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.80 CHF | 8.82 CHF | 38'800 | 38'800 | 39'040 | 39'040 | 342'747 CHF | 343'528 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 8.65 CHF | 8.67 CHF | 39'200 | 39'200 | 40'703 | 40'703 | 349'765 CHF | 350'579 CHF | 100.00% | 100.00% |