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% | 8.99 CHF | 9.00 CHF | 47'000 | 47'000 | 19'647 | 19'647 | 179'322 CHF | 179'614 CHF | 99.89% | 99.89% |
19.11.2024 | 0.20% | 9.00 CHF | 9.01 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 172'900 CHF | 173'187 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 9.23 CHF | 9.24 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 161'297 CHF | 161'539 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 9.62 CHF | 9.63 CHF | 44'000 | 44'000 | 20'524 | 20'524 | 189'200 CHF | 189'514 CHF | 98.50% | 98.50% |
14.11.2024 | 0.20% | 8.62 CHF | 8.63 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 180'299 CHF | 180'599 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 9.32 CHF | 9.33 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 113'225 CHF | 113'491 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 8.61 CHF | 8.62 CHF | 48'000 | 48'000 | 20'526 | 20'526 | 177'215 CHF | 177'521 CHF | 99.92% | 99.92% |
11.11.2024 | 0.20% | 9.09 CHF | 9.10 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 184'155 CHF | 184'472 CHF | 99.09% | 99.09% |
08.11.2024 | 0.20% | 8.28 CHF | 8.29 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 177'783 CHF | 178'074 CHF | 98.80% | 98.80% |
07.11.2024 | 0.20% | 7.78 CHF | 7.79 CHF | 50'000 | 50'000 | 23'540 | 23'540 | 182'581 CHF | 182'886 CHF | 98.29% | 98.29% |