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% | 8.49 CHF | 8.50 CHF | 47'000 | 47'000 | 19'648 | 19'648 | 169'490 CHF | 169'782 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 8.50 CHF | 8.51 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 163'234 CHF | 163'521 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.73 CHF | 8.74 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 152'720 CHF | 152'962 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.12 CHF | 9.13 CHF | 44'000 | 44'000 | 20'525 | 20'525 | 178'924 CHF | 179'238 CHF | 98.50% | 98.50% |
14.11.2024 | 0.21% | 8.12 CHF | 8.13 CHF | 48'000 | 48'000 | 20'137 | 20'137 | 170'185 CHF | 170'485 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.82 CHF | 8.83 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 107'028 CHF | 107'295 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.11 CHF | 8.12 CHF | 48'000 | 48'000 | 20'526 | 20'526 | 167'014 CHF | 167'320 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.59 CHF | 8.60 CHF | 46'000 | 46'000 | 20'788 | 20'788 | 173'836 CHF | 174'153 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.79 CHF | 7.80 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 166'884 CHF | 167'175 CHF | 98.80% | 98.80% |
07.11.2024 | 0.21% | 7.29 CHF | 7.30 CHF | 50'000 | 50'000 | 23'523 | 23'523 | 170'845 CHF | 171'151 CHF | 98.14% | 98.14% |