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% | 8.44 CHF | 8.45 CHF | 29'000 | 29'000 | 28'728 | 28'728 | 243'485 CHF | 243'773 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 29'000 | 29'000 | 28'725 | 28'725 | 241'658 CHF | 241'946 CHF | 98.92% | 98.92% |
18.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 30'000 | 30'000 | 29'650 | 29'650 | 244'159 CHF | 244'456 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 30'000 | 30'000 | 30'032 | 30'032 | 240'771 CHF | 241'072 CHF | 72.16% | 72.16% |
14.11.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 30'000 | 30'000 | 30'475 | 30'475 | 239'343 CHF | 239'648 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 30'000 | 30'000 | 30'503 | 30'503 | 242'258 CHF | 242'563 CHF | 99.34% | 99.34% |
12.11.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 31'000 | 31'000 | 29'865 | 29'865 | 238'781 CHF | 239'080 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 243'232 CHF | 243'529 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 237'399 CHF | 237'706 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 240'842 CHF | 241'149 CHF | 100.00% | 100.00% |