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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.21% | 8.95 CHF | 8.96 CHF | 45'000 | 45'000 | 20'453 | 20'453 | 178'519 CHF | 178'833 CHF | 100.00% | 100.00% |
20.11.2024 | 0.21% | 8.50 CHF | 8.51 CHF | 47'000 | 47'000 | 19'648 | 19'648 | 169'593 CHF | 169'884 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 8.51 CHF | 8.52 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 163'467 CHF | 163'754 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.73 CHF | 8.74 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 152'679 CHF | 152'921 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.11 CHF | 9.12 CHF | 44'000 | 44'000 | 20'454 | 20'454 | 178'350 CHF | 178'664 CHF | 99.36% | 99.36% |
14.11.2024 | 0.21% | 8.14 CHF | 8.15 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 170'396 CHF | 170'696 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.82 CHF | 8.83 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 107'103 CHF | 107'369 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.13 CHF | 8.14 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 167'432 CHF | 167'738 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.60 CHF | 8.61 CHF | 46'000 | 46'000 | 20'791 | 20'791 | 174'078 CHF | 174'394 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 7.82 CHF | 7.83 CHF | 50'000 | 50'000 | 22'321 | 22'321 | 168'456 CHF | 168'748 CHF | 99.18% | 99.18% |