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 | 0.22% | 8.17 CHF | 8.18 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 167'707 CHF | 168'006 CHF | 99.75% | 99.75% |
19.11.2024 | 0.23% | 8.10 CHF | 8.11 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 166'591 CHF | 166'897 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 7.98 CHF | 7.99 CHF | 52'000 | 52'000 | 20'444 | 20'444 | 160'350 CHF | 160'645 CHF | 99.81% | 99.81% |
15.11.2024 | 0.21% | 7.96 CHF | 7.97 CHF | 52'000 | 52'000 | 20'049 | 20'049 | 164'359 CHF | 164'648 CHF | 98.78% | 98.78% |
14.11.2024 | 0.21% | 8.63 CHF | 8.64 CHF | 49'000 | 49'000 | 19'455 | 19'455 | 168'053 CHF | 168'335 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.51 CHF | 8.52 CHF | 50'000 | 50'000 | 19'509 | 19'509 | 169'693 CHF | 169'976 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.86 CHF | 8.87 CHF | 49'000 | 49'000 | 18'151 | 18'151 | 162'350 CHF | 162'607 CHF | 95.66% | 99.59% |
11.11.2024 | 0.19% | 9.08 CHF | 9.09 CHF | 48'000 | 48'000 | 18'659 | 18'659 | 172'138 CHF | 172'407 CHF | 99.45% | 99.45% |
08.11.2024 | 0.19% | 9.28 CHF | 9.29 CHF | 47'000 | 47'000 | 18'341 | 18'341 | 173'157 CHF | 173'422 CHF | 99.91% | 99.91% |
07.11.2024 | 0.37% | 9.77 CHF | 9.78 CHF | 45'000 | 45'000 | 14'289 | 14'289 | 133'180 CHF | 133'440 CHF | 97.52% | 97.52% |