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 | 0.20% | 8.98 CHF | 8.99 CHF | 47'000 | 47'000 | 19'647 | 19'647 | 179'016 CHF | 179'308 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 8.99 CHF | 9.00 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 172'634 CHF | 172'921 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 9.22 CHF | 9.23 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 161'055 CHF | 161'297 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 9.61 CHF | 9.62 CHF | 44'000 | 44'000 | 20'388 | 20'388 | 187'634 CHF | 187'948 CHF | 99.72% | 99.72% |
14.11.2024 | 0.20% | 8.60 CHF | 8.61 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 179'980 CHF | 180'279 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 9.30 CHF | 9.31 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 113'029 CHF | 113'295 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 8.60 CHF | 8.61 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 176'953 CHF | 177'259 CHF | 99.92% | 99.92% |
11.11.2024 | 0.21% | 9.07 CHF | 9.08 CHF | 46'000 | 46'000 | 20'790 | 20'790 | 183'838 CHF | 184'155 CHF | 99.09% | 99.09% |
08.11.2024 | 0.20% | 8.27 CHF | 8.28 CHF | 50'000 | 50'000 | 22'322 | 22'322 | 178'324 CHF | 178'616 CHF | 99.18% | 99.18% |
07.11.2024 | 0.20% | 7.76 CHF | 7.77 CHF | 50'000 | 50'000 | 23'435 | 23'435 | 181'400 CHF | 181'704 CHF | 99.19% | 99.19% |