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 | 0.12% | 8.41 CHF | 8.42 CHF | 79'900 | 79'900 | 80'260 | 80'260 | 673'284 CHF | 674'087 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 80'500 | 80'500 | 79'656 | 79'656 | 660'774 CHF | 661'571 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 79'100 | 79'100 | 79'100 | 79'100 | 668'418 CHF | 669'209 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 79'100 | 79'100 | 78'978 | 78'978 | 670'670 CHF | 671'459 CHF | 98.67% | 98.67% |
14.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 78'900 | 78'900 | 80'050 | 80'050 | 682'373 CHF | 683'173 CHF | 99.91% | 99.91% |
13.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 80'800 | 80'800 | 80'980 | 80'980 | 671'338 CHF | 672'148 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 81'100 | 81'100 | 81'340 | 81'340 | 670'690 CHF | 671'504 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 81'500 | 81'500 | 82'823 | 82'823 | 675'629 CHF | 676'457 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 83'700 | 83'700 | 83'218 | 83'218 | 656'698 CHF | 657'530 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 82'900 | 82'900 | 82'658 | 82'658 | 660'189 CHF | 661'016 CHF | 100.00% | 100.00% |