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% | 8.89 CHF | 8.90 CHF | 47'000 | 47'000 | 19'648 | 19'648 | 177'347 CHF | 177'639 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 8.90 CHF | 8.91 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 170'984 CHF | 171'271 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 9.13 CHF | 9.14 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 159'593 CHF | 159'835 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 9.52 CHF | 9.53 CHF | 44'000 | 44'000 | 20'569 | 20'569 | 187'586 CHF | 187'901 CHF | 97.99% | 97.99% |
14.11.2024 | 0.20% | 8.52 CHF | 8.53 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 178'262 CHF | 178'561 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 9.22 CHF | 9.23 CHF | 45'000 | 45'000 | 12'446 | 12'446 | 111'988 CHF | 112'254 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 8.51 CHF | 8.52 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 175'218 CHF | 175'524 CHF | 99.92% | 99.92% |
11.11.2024 | 0.21% | 8.99 CHF | 9.00 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 182'069 CHF | 182'386 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 8.18 CHF | 8.19 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 175'608 CHF | 175'899 CHF | 98.80% | 98.80% |
07.11.2024 | 0.20% | 7.68 CHF | 7.69 CHF | 50'000 | 50'000 | 23'540 | 23'540 | 180'233 CHF | 180'538 CHF | 98.29% | 98.29% |