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% | 8.69 CHF | 8.70 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 173'437 CHF | 173'729 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 8.70 CHF | 8.71 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 167'114 CHF | 167'401 CHF | 99.96% | 99.96% |
18.11.2024 | 0.19% | 8.93 CHF | 8.94 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 156'158 CHF | 156'400 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.32 CHF | 9.33 CHF | 44'000 | 44'000 | 20'525 | 20'525 | 183'043 CHF | 183'358 CHF | 98.50% | 98.50% |
14.11.2024 | 0.21% | 8.32 CHF | 8.33 CHF | 48'000 | 48'000 | 20'138 | 20'138 | 174'242 CHF | 174'542 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 9.02 CHF | 9.03 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 109'508 CHF | 109'774 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 8.31 CHF | 8.32 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 171'127 CHF | 171'433 CHF | 99.92% | 99.92% |
11.11.2024 | 0.21% | 8.79 CHF | 8.80 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 177'977 CHF | 178'294 CHF | 99.09% | 99.09% |
08.11.2024 | 0.21% | 7.99 CHF | 8.00 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 171'262 CHF | 171'553 CHF | 98.80% | 98.80% |
07.11.2024 | 0.21% | 7.48 CHF | 7.49 CHF | 50'000 | 50'000 | 23'521 | 23'521 | 175'471 CHF | 175'776 CHF | 98.14% | 98.14% |