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 | 0.24% | 8.23 CHF | 8.25 CHF | 34'100 | 34'100 | 34'341 | 34'341 | 289'944 CHF | 290'630 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 8.43 CHF | 8.45 CHF | 34'500 | 34'500 | 33'838 | 33'838 | 282'983 CHF | 283'660 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 8.63 CHF | 8.65 CHF | 33'400 | 33'400 | 32'917 | 32'917 | 284'354 CHF | 285'012 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 8.64 CHF | 8.66 CHF | 32'600 | 32'600 | 33'021 | 33'021 | 291'213 CHF | 291'874 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 8.81 CHF | 8.83 CHF | 33'300 | 33'300 | 33'180 | 33'180 | 288'276 CHF | 288'939 CHF | 99.91% | 99.91% |
13.11.2024 | 0.23% | 8.48 CHF | 8.50 CHF | 33'100 | 33'100 | 33'523 | 33'523 | 292'453 CHF | 293'124 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.62 CHF | 8.64 CHF | 33'800 | 33'800 | 33'499 | 33'499 | 289'828 CHF | 290'498 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 8.74 CHF | 8.76 CHF | 33'300 | 33'300 | 32'938 | 32'938 | 289'022 CHF | 289'681 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 8.82 CHF | 8.84 CHF | 32'700 | 32'700 | 32'037 | 32'037 | 286'083 CHF | 286'723 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 9.17 CHF | 9.19 CHF | 31'600 | 31'600 | 32'561 | 32'561 | 302'012 CHF | 302'663 CHF | 100.00% | 100.00% |