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 | 0.80% | 8.69 CHF | 8.76 CHF | 12'700 | 12'700 | 12'700 | 12'700 | 110'283 CHF | 111'172 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 8.08 CHF | 8.15 CHF | 13'300 | 13'300 | 13'052 | 13'052 | 105'459 CHF | 106'372 CHF | 99.85% | 99.85% |
18.11.2024 | 0.84% | 8.14 CHF | 8.21 CHF | 12'600 | 12'600 | 12'643 | 12'643 | 104'974 CHF | 105'859 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 8.24 CHF | 8.31 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 103'566 CHF | 104'441 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 8.33 CHF | 8.40 CHF | 12'500 | 12'500 | 12'766 | 12'766 | 103'500 CHF | 104'394 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 8.28 CHF | 8.35 CHF | 12'600 | 12'600 | 12'600 | 12'600 | 104'700 CHF | 105'582 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 8.27 CHF | 8.34 CHF | 12'200 | 12'200 | 12'200 | 12'200 | 102'696 CHF | 103'550 CHF | 99.88% | 99.88% |
11.11.2024 | 0.79% | 8.78 CHF | 8.85 CHF | 12'100 | 12'100 | 12'100 | 12'100 | 106'518 CHF | 107'365 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 8.61 CHF | 8.69 CHF | 11'200 | 11'200 | 11'200 | 11'200 | 97'778 CHF | 98'674 CHF | 98.90% | 98.90% |
07.11.2024 | 0.73% | 9.72 CHF | 9.79 CHF | 12'300 | 12'300 | 12'300 | 12'300 | 117'421 CHF | 118'282 CHF | 100.00% | 100.00% |