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% | 8.42 CHF | 8.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 641'780 CHF | 642'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 633'097 CHF | 633'847 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 644'319 CHF | 645'069 CHF | 98.93% | 98.93% |
15.11.2024 | 0.11% | 8.51 CHF | 8.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 652'599 CHF | 653'349 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 668'202 CHF | 668'952 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 8.83 CHF | 8.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 664'762 CHF | 665'512 CHF | 99.88% | 99.88% |
12.11.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 694'124 CHF | 694'874 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 704'915 CHF | 705'665 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 682'933 CHF | 683'683 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 688'636 CHF | 689'386 CHF | 99.67% | 99.67% |