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 | 0.77% | 7.94 CHF | 8.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 116'786 CHF | 117'686 CHF | 99.45% | 99.45% |
19.11.2024 | 0.75% | 7.64 CHF | 7.70 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 120'088 CHF | 120'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 8.25 CHF | 8.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 130'054 CHF | 130'954 CHF | 99.29% | 99.29% |
15.11.2024 | 0.66% | 9.01 CHF | 9.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 135'730 CHF | 136'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 9.57 CHF | 9.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'826 CHF | 144'726 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 9.30 CHF | 9.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'788 CHF | 138'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 9.23 CHF | 9.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 134'065 CHF | 134'965 CHF | 99.82% | 99.82% |
11.11.2024 | 0.71% | 8.52 CHF | 8.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 126'353 CHF | 127'253 CHF | 99.77% | 99.77% |
08.11.2024 | 0.74% | 8.32 CHF | 8.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'214 CHF | 122'114 CHF | 99.10% | 99.10% |
07.11.2024 | 0.79% | 7.58 CHF | 7.64 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 114'110 CHF | 115'010 CHF | 99.96% | 99.96% |