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% | 8.92 CHF | 8.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 884'293 CHF | 885'293 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 8.94 CHF | 8.95 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 898'116 CHF | 899'136 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.06 CHF | 9.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 875'370 CHF | 876'370 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 8.48 CHF | 8.49 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 836'852 CHF | 837'875 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 8.37 CHF | 8.38 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 799'725 CHF | 800'735 CHF | 99.30% | 99.30% |
13.11.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 870'171 CHF | 871'180 CHF | 96.48% | 96.48% |
12.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 838'456 CHF | 839'456 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.37 CHF | 8.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 889'905 CHF | 890'905 CHF | 99.99% | 99.99% |
08.11.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 923'708 CHF | 924'708 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 909'191 CHF | 910'196 CHF | 99.92% | 99.92% |