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% | 8.00 CHF | 8.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 610'719 CHF | 611'469 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 601'791 CHF | 602'541 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 613'070 CHF | 613'820 CHF | 98.93% | 98.93% |
15.11.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 621'384 CHF | 622'134 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'101 CHF | 637'851 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 633'653 CHF | 634'403 CHF | 99.88% | 99.88% |
12.11.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 662'904 CHF | 663'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 673'722 CHF | 674'472 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 651'724 CHF | 652'474 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 657'594 CHF | 658'344 CHF | 99.67% | 99.67% |