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% | 8.58 CHF | 8.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 654'072 CHF | 654'822 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 645'493 CHF | 646'243 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 656'682 CHF | 657'432 CHF | 98.93% | 98.93% |
15.11.2024 | 0.11% | 8.67 CHF | 8.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 664'924 CHF | 665'674 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 680'518 CHF | 681'268 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 677'053 CHF | 677'803 CHF | 99.86% | 99.86% |
12.11.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 706'453 CHF | 707'203 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 717'261 CHF | 718'011 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 695'274 CHF | 696'024 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 700'918 CHF | 701'668 CHF | 99.67% | 99.67% |