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% | 9.44 CHF | 9.45 CHF | 15'540 | 15'540 | 15'327 | 15'327 | 141'970 CHF | 142'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 15'520 | 15'520 | 15'342 | 15'342 | 142'862 CHF | 143'016 CHF | 98.97% | 98.97% |
18.11.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 15'400 | 15'400 | 15'204 | 15'204 | 136'930 CHF | 137'082 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 15'270 | 15'270 | 15'225 | 15'225 | 133'275 CHF | 133'427 CHF | 72.07% | 72.07% |
14.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 14'890 | 14'890 | 14'793 | 14'793 | 122'748 CHF | 122'896 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 14'790 | 14'790 | 14'646 | 14'646 | 117'642 CHF | 117'789 CHF | 98.58% | 98.58% |
12.11.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 14'840 | 14'840 | 14'664 | 14'664 | 118'509 CHF | 118'656 CHF | 99.69% | 99.69% |
11.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 14'660 | 14'660 | 14'528 | 14'528 | 113'416 CHF | 113'562 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 8.13 CHF | 8.14 CHF | 14'850 | 14'850 | 14'675 | 14'675 | 117'808 CHF | 117'954 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 14'700 | 14'700 | 14'610 | 14'610 | 114'171 CHF | 114'317 CHF | 100.00% | 100.00% |