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 | 0.70% | 8.67 CHF | 8.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'753 CHF | 128'653 CHF | 99.46% | 99.46% |
19.11.2024 | 0.69% | 8.37 CHF | 8.43 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 131'022 CHF | 131'922 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 8.99 CHF | 9.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 141'049 CHF | 141'949 CHF | 99.29% | 99.29% |
15.11.2024 | 0.61% | 9.74 CHF | 9.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 146'732 CHF | 147'632 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 10.30 CHF | 10.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'842 CHF | 155'742 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 10.03 CHF | 10.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 148'726 CHF | 149'626 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 9.96 CHF | 10.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 144'991 CHF | 145'891 CHF | 99.80% | 99.80% |
11.11.2024 | 0.65% | 9.25 CHF | 9.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'249 CHF | 138'149 CHF | 99.77% | 99.77% |
08.11.2024 | 0.68% | 9.04 CHF | 9.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'022 CHF | 132'922 CHF | 99.16% | 99.16% |
07.11.2024 | 0.72% | 8.30 CHF | 8.36 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 124'931 CHF | 125'831 CHF | 99.96% | 99.96% |