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% | 8.48 CHF | 8.49 CHF | 47'000 | 47'000 | 19'647 | 19'647 | 169'247 CHF | 169'539 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 8.49 CHF | 8.50 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 163'093 CHF | 163'380 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.72 CHF | 8.73 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 152'377 CHF | 152'619 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.10 CHF | 9.11 CHF | 44'000 | 44'000 | 20'454 | 20'454 | 177'990 CHF | 178'304 CHF | 99.36% | 99.36% |
14.11.2024 | 0.21% | 8.12 CHF | 8.13 CHF | 48'000 | 48'000 | 20'138 | 20'138 | 170'025 CHF | 170'324 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.80 CHF | 8.81 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 106'863 CHF | 107'129 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.12 CHF | 8.13 CHF | 48'000 | 48'000 | 20'530 | 20'530 | 167'086 CHF | 167'393 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.58 CHF | 8.59 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 173'718 CHF | 174'035 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 7.80 CHF | 7.81 CHF | 50'000 | 50'000 | 22'322 | 22'322 | 168'100 CHF | 168'391 CHF | 99.18% | 99.18% |
07.11.2024 | 0.21% | 7.31 CHF | 7.32 CHF | 50'000 | 50'000 | 23'433 | 23'433 | 170'856 CHF | 171'160 CHF | 99.19% | 99.19% |