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% | 9.10 CHF | 9.11 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 181'332 CHF | 181'624 CHF | 99.89% | 99.89% |
19.11.2024 | 0.20% | 9.10 CHF | 9.11 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 174'894 CHF | 175'181 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 9.33 CHF | 9.34 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 163'064 CHF | 163'306 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 9.73 CHF | 9.74 CHF | 44'000 | 44'000 | 20'544 | 20'544 | 191'518 CHF | 191'833 CHF | 98.32% | 98.32% |
14.11.2024 | 0.20% | 8.72 CHF | 8.73 CHF | 48'000 | 48'000 | 20'138 | 20'138 | 182'331 CHF | 182'631 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 9.42 CHF | 9.43 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 114'499 CHF | 114'765 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 8.71 CHF | 8.72 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 179'347 CHF | 179'653 CHF | 99.92% | 99.92% |
11.11.2024 | 0.20% | 9.19 CHF | 9.20 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 186'246 CHF | 186'563 CHF | 99.09% | 99.09% |
08.11.2024 | 0.20% | 8.38 CHF | 8.39 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 180'027 CHF | 180'318 CHF | 98.80% | 98.80% |
07.11.2024 | 0.20% | 7.88 CHF | 7.89 CHF | 50'000 | 50'000 | 23'538 | 23'538 | 184'905 CHF | 185'210 CHF | 98.30% | 98.30% |