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% | 8.47 CHF | 8.48 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 168'895 CHF | 169'187 CHF | 99.89% | 99.89% |
19.11.2024 | 0.22% | 8.48 CHF | 8.49 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 162'792 CHF | 163'079 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.70 CHF | 8.71 CHF | 46'000 | 46'000 | 17'163 | 17'163 | 152'070 CHF | 152'313 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.08 CHF | 9.09 CHF | 44'000 | 44'000 | 20'388 | 20'388 | 177'053 CHF | 177'366 CHF | 99.72% | 99.72% |
14.11.2024 | 0.21% | 8.10 CHF | 8.11 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 169'914 CHF | 170'214 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.82 CHF | 8.83 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 107'001 CHF | 107'268 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.11 CHF | 8.12 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 166'997 CHF | 167'303 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.59 CHF | 8.60 CHF | 46'000 | 46'000 | 20'788 | 20'788 | 173'794 CHF | 174'111 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.79 CHF | 7.80 CHF | 50'000 | 50'000 | 22'322 | 22'322 | 167'650 CHF | 167'941 CHF | 99.18% | 99.18% |
07.11.2024 | 0.21% | 7.28 CHF | 7.29 CHF | 50'000 | 50'000 | 23'435 | 23'435 | 170'178 CHF | 170'483 CHF | 99.20% | 99.20% |