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 | 0.12% | 8.10 CHF | 8.11 CHF | 69'000 | 69'000 | 69'241 | 69'241 | 567'802 CHF | 568'494 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 69'400 | 69'400 | 68'798 | 68'798 | 561'478 CHF | 562'166 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 68'400 | 68'400 | 67'978 | 67'978 | 563'748 CHF | 564'428 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 67'700 | 67'700 | 68'061 | 68'061 | 570'204 CHF | 570'884 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 68'300 | 68'300 | 68'180 | 68'180 | 566'947 CHF | 567'629 CHF | 99.91% | 99.91% |
13.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 68'100 | 68'100 | 68'462 | 68'462 | 570'445 CHF | 571'130 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 68'700 | 68'700 | 68'459 | 68'459 | 568'018 CHF | 568'702 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 68'300 | 68'300 | 67'938 | 67'938 | 567'645 CHF | 568'324 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 67'700 | 67'700 | 67'097 | 67'097 | 565'524 CHF | 566'195 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 66'700 | 66'700 | 67'661 | 67'661 | 581'100 CHF | 581'777 CHF | 100.00% | 100.00% |