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 | 0.19% | 9.08 CHF | 9.09 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 180'917 CHF | 181'209 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 9.08 CHF | 9.09 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 174'481 CHF | 174'768 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 9.31 CHF | 9.32 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 162'729 CHF | 162'972 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 9.71 CHF | 9.72 CHF | 44'000 | 44'000 | 20'389 | 20'389 | 189'632 CHF | 189'945 CHF | 99.72% | 99.72% |
14.11.2024 | 0.20% | 8.70 CHF | 8.71 CHF | 48'000 | 48'000 | 20'138 | 20'138 | 181'936 CHF | 182'236 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 9.40 CHF | 9.41 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 114'233 CHF | 114'499 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 8.69 CHF | 8.70 CHF | 48'000 | 48'000 | 20'530 | 20'530 | 178'914 CHF | 179'220 CHF | 99.92% | 99.92% |
11.11.2024 | 0.20% | 9.17 CHF | 9.18 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 185'842 CHF | 186'158 CHF | 99.09% | 99.09% |
08.11.2024 | 0.20% | 8.36 CHF | 8.37 CHF | 50'000 | 50'000 | 22'322 | 22'322 | 180'464 CHF | 180'755 CHF | 99.18% | 99.18% |
07.11.2024 | 0.20% | 7.86 CHF | 7.87 CHF | 50'000 | 50'000 | 23'433 | 23'433 | 183'640 CHF | 183'945 CHF | 99.19% | 99.19% |