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 | 0.72% | 9.44 CHF | 9.48 CHF | 50'000 | 50'000 | 25'336 | 25'336 | 238'807 CHF | 240'276 CHF | 99.66% | 99.66% |
19.11.2024 | 0.77% | 9.00 CHF | 9.04 CHF | 50'000 | 50'000 | 25'334 | 25'334 | 224'218 CHF | 225'694 CHF | 99.67% | 99.67% |
18.11.2024 | 0.80% | 8.81 CHF | 8.85 CHF | 50'000 | 50'000 | 25'335 | 25'335 | 214'988 CHF | 216'456 CHF | 99.63% | 99.63% |
15.11.2024 | 0.78% | 8.44 CHF | 8.48 CHF | 50'000 | 50'000 | 25'331 | 25'331 | 217'720 CHF | 219'194 CHF | 99.67% | 99.67% |
14.11.2024 | 0.78% | 8.77 CHF | 8.80 CHF | 50'000 | 50'000 | 25'331 | 25'331 | 221'151 CHF | 222'620 CHF | 99.67% | 99.67% |
13.11.2024 | 0.79% | 8.60 CHF | 8.64 CHF | 50'000 | 50'000 | 25'657 | 25'657 | 217'584 CHF | 219'074 CHF | 97.60% | 97.60% |
12.11.2024 | 0.83% | 8.23 CHF | 8.26 CHF | 50'000 | 50'000 | 25'332 | 25'332 | 207'123 CHF | 208'594 CHF | 99.67% | 99.67% |
11.11.2024 | 0.85% | 8.09 CHF | 8.13 CHF | 50'000 | 50'000 | 25'332 | 25'332 | 202'183 CHF | 203'662 CHF | 99.67% | 99.67% |
08.11.2024 | 0.86% | 7.82 CHF | 7.86 CHF | 50'000 | 50'000 | 25'384 | 25'384 | 199'797 CHF | 201'272 CHF | 99.67% | 99.67% |
07.11.2024 | 0.88% | 7.78 CHF | 7.82 CHF | 50'000 | 50'000 | 25'380 | 25'380 | 194'167 CHF | 195'635 CHF | 99.67% | 99.67% |