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 | 0.77% | 8.87 CHF | 8.90 CHF | 8'800 | 8'800 | 3'927 | 3'927 | 35'327 CHF | 35'540 CHF | 98.90% | 98.90% |
19.11.2024 | 0.78% | 9.06 CHF | 9.09 CHF | 8'600 | 8'600 | 3'893 | 3'893 | 34'881 CHF | 35'092 CHF | 98.85% | 98.85% |
18.11.2024 | 0.75% | 9.34 CHF | 9.37 CHF | 8'400 | 8'400 | 3'770 | 3'770 | 35'160 CHF | 35'365 CHF | 99.74% | 99.74% |
15.11.2024 | 0.72% | 9.04 CHF | 9.07 CHF | 9'000 | 9'000 | 4'069 | 4'069 | 35'683 CHF | 35'884 CHF | 98.92% | 98.92% |
14.11.2024 | 0.73% | 8.86 CHF | 8.89 CHF | 9'000 | 9'000 | 4'058 | 4'058 | 35'899 CHF | 36'097 CHF | 97.68% | 97.68% |
13.11.2024 | 0.69% | 9.01 CHF | 9.03 CHF | 9'000 | 9'000 | 4'088 | 4'088 | 35'885 CHF | 36'066 CHF | 98.95% | 98.95% |
12.11.2024 | 0.80% | 8.90 CHF | 8.93 CHF | 9'000 | 9'000 | 4'045 | 4'045 | 35'742 CHF | 35'962 CHF | 99.35% | 99.35% |
11.11.2024 | 0.70% | 8.84 CHF | 8.86 CHF | 9'600 | 9'600 | 4'365 | 4'365 | 37'844 CHF | 38'038 CHF | 98.88% | 98.88% |
08.11.2024 | 0.74% | 8.16 CHF | 8.18 CHF | 10'000 | 10'000 | 4'491 | 4'491 | 36'452 CHF | 36'651 CHF | 98.84% | 98.84% |
07.11.2024 | 0.72% | 7.85 CHF | 7.87 CHF | 9'700 | 9'700 | 4'315 | 4'315 | 35'144 CHF | 35'334 CHF | 98.17% | 98.17% |