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% | 7.96 CHF | 8.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 117'153 CHF | 118'053 CHF | 99.46% | 99.46% |
19.11.2024 | 0.75% | 7.67 CHF | 7.73 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 120'460 CHF | 121'360 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 8.28 CHF | 8.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 130'434 CHF | 131'334 CHF | 99.29% | 99.29% |
15.11.2024 | 0.66% | 9.04 CHF | 9.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'106 CHF | 137'006 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 9.60 CHF | 9.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 144'202 CHF | 145'102 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 9.33 CHF | 9.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'158 CHF | 139'058 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 9.25 CHF | 9.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 134'435 CHF | 135'335 CHF | 99.80% | 99.80% |
11.11.2024 | 0.71% | 8.55 CHF | 8.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 126'725 CHF | 127'625 CHF | 99.77% | 99.77% |
08.11.2024 | 0.74% | 8.34 CHF | 8.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'582 CHF | 122'482 CHF | 99.16% | 99.16% |
07.11.2024 | 0.78% | 7.60 CHF | 7.66 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 114'467 CHF | 115'367 CHF | 99.96% | 99.96% |