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 | 0.20% | 8.59 CHF | 8.60 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 171'457 CHF | 171'748 CHF | 99.89% | 99.89% |
19.11.2024 | 0.21% | 8.60 CHF | 8.61 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 165'159 CHF | 165'446 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.83 CHF | 8.84 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 154'448 CHF | 154'690 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.22 CHF | 9.23 CHF | 44'000 | 44'000 | 20'569 | 20'569 | 181'410 CHF | 181'725 CHF | 97.99% | 97.99% |
14.11.2024 | 0.21% | 8.22 CHF | 8.23 CHF | 48'000 | 48'000 | 20'148 | 20'148 | 172'282 CHF | 172'582 CHF | 99.90% | 99.90% |
13.11.2024 | 0.32% | 8.92 CHF | 8.93 CHF | 45'000 | 45'000 | 12'446 | 12'446 | 108'251 CHF | 108'517 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.21 CHF | 8.22 CHF | 48'000 | 48'000 | 20'530 | 20'530 | 169'103 CHF | 169'409 CHF | 99.92% | 99.92% |
11.11.2024 | 0.21% | 8.69 CHF | 8.70 CHF | 46'000 | 46'000 | 20'788 | 20'788 | 175'883 CHF | 176'199 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 7.89 CHF | 7.90 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 169'054 CHF | 169'345 CHF | 98.80% | 98.80% |
07.11.2024 | 0.21% | 7.38 CHF | 7.39 CHF | 50'000 | 50'000 | 23'523 | 23'523 | 173'186 CHF | 173'491 CHF | 98.15% | 98.15% |