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 | 0.21% | 8.54 CHF | 8.55 CHF | 47'000 | 47'000 | 19'648 | 19'648 | 170'330 CHF | 170'622 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 8.55 CHF | 8.56 CHF | 47'000 | 47'000 | 19'421 | 19'421 | 164'137 CHF | 164'424 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.77 CHF | 8.78 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 153'292 CHF | 153'534 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.15 CHF | 9.16 CHF | 44'000 | 44'000 | 20'389 | 20'389 | 178'513 CHF | 178'826 CHF | 99.72% | 99.72% |
14.11.2024 | 0.21% | 8.17 CHF | 8.18 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 171'154 CHF | 171'454 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.86 CHF | 8.87 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 107'541 CHF | 107'807 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.17 CHF | 8.18 CHF | 48'000 | 48'000 | 20'526 | 20'526 | 168'127 CHF | 168'433 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.63 CHF | 8.64 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 174'823 CHF | 175'140 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 7.85 CHF | 7.86 CHF | 50'000 | 50'000 | 22'324 | 22'324 | 169'272 CHF | 169'564 CHF | 99.18% | 99.18% |
07.11.2024 | 0.21% | 7.36 CHF | 7.37 CHF | 50'000 | 50'000 | 23'435 | 23'435 | 172'052 CHF | 172'357 CHF | 99.19% | 99.19% |