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 | 0.70% | 8.72 CHF | 8.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 128'488 CHF | 129'388 CHF | 99.46% | 99.46% |
19.11.2024 | 0.68% | 8.42 CHF | 8.48 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 131'752 CHF | 132'652 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 9.03 CHF | 9.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 141'783 CHF | 142'683 CHF | 99.30% | 99.30% |
15.11.2024 | 0.61% | 9.79 CHF | 9.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 147'471 CHF | 148'371 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 10.35 CHF | 10.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 155'583 CHF | 156'483 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 10.08 CHF | 10.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'462 CHF | 150'362 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 10.00 CHF | 10.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 145'723 CHF | 146'623 CHF | 99.82% | 99.82% |
11.11.2024 | 0.65% | 9.30 CHF | 9.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'982 CHF | 138'882 CHF | 99.78% | 99.78% |
08.11.2024 | 0.68% | 9.09 CHF | 9.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'745 CHF | 133'645 CHF | 99.17% | 99.17% |
07.11.2024 | 0.71% | 8.35 CHF | 8.41 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 125'658 CHF | 126'558 CHF | 99.96% | 99.96% |