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 | 0.12% | 8.45 CHF | 8.46 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 83'354 CHF | 83'453 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 10'000 | 10'000 | 9'904 | 9'904 | 81'869 CHF | 81'968 CHF | 98.71% | 98.71% |
18.11.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 77'053 CHF | 77'152 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 79'435 CHF | 79'535 CHF | 71.60% | 71.60% |
14.11.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 82'377 CHF | 82'476 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 85'754 CHF | 85'853 CHF | 99.81% | 99.81% |
12.11.2024 | 0.12% | 8.83 CHF | 8.84 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 86'062 CHF | 86'161 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 10'000 | 10'000 | 9'838 | 9'838 | 80'661 CHF | 80'760 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 80'170 CHF | 80'269 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 69'090 CHF | 69'189 CHF | 100.00% | 100.00% |