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% | 8.54 CHF | 8.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 217'899 CHF | 218'149 CHF | 99.39% | 99.39% |
19.11.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 216'725 CHF | 216'975 CHF | 99.27% | 99.27% |
18.11.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 235'420 CHF | 235'670 CHF | 99.30% | 99.30% |
15.11.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 241'844 CHF | 242'094 CHF | 99.38% | 99.38% |
14.11.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 249'137 CHF | 249'387 CHF | 99.35% | 99.35% |
13.11.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 219'979 CHF | 220'229 CHF | 87.91% | 87.91% |
12.11.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 228'367 CHF | 228'617 CHF | 99.08% | 99.08% |
11.11.2024 | 0.10% | 9.54 CHF | 9.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 239'321 CHF | 239'571 CHF | 99.30% | 99.30% |
08.11.2024 | 0.11% | 9.26 CHF | 9.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 235'005 CHF | 235'255 CHF | 99.39% | 99.39% |
07.11.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 239'813 CHF | 240'063 CHF | 99.27% | 99.27% |