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% | 8.26 CHF | 8.27 CHF | 51'000 | 51'000 | 20'446 | 20'446 | 169'652 CHF | 169'950 CHF | 99.75% | 99.75% |
19.11.2024 | 0.23% | 8.20 CHF | 8.21 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 168'589 CHF | 168'894 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 8.08 CHF | 8.09 CHF | 52'000 | 52'000 | 20'443 | 20'443 | 162'295 CHF | 162'590 CHF | 99.81% | 99.81% |
15.11.2024 | 0.21% | 8.06 CHF | 8.07 CHF | 52'000 | 52'000 | 20'059 | 20'059 | 166'357 CHF | 166'645 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.73 CHF | 8.74 CHF | 49'000 | 49'000 | 19'451 | 19'451 | 169'887 CHF | 170'168 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 8.61 CHF | 8.62 CHF | 50'000 | 50'000 | 19'513 | 19'513 | 171'575 CHF | 171'857 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.96 CHF | 8.97 CHF | 49'000 | 49'000 | 18'158 | 18'158 | 164'143 CHF | 164'400 CHF | 95.68% | 99.61% |
11.11.2024 | 0.19% | 9.17 CHF | 9.18 CHF | 48'000 | 48'000 | 18'665 | 18'665 | 173'958 CHF | 174'228 CHF | 99.47% | 99.47% |
08.11.2024 | 0.19% | 9.38 CHF | 9.39 CHF | 47'000 | 47'000 | 18'344 | 18'344 | 174'912 CHF | 175'177 CHF | 99.92% | 99.92% |
07.11.2024 | 0.36% | 9.87 CHF | 9.88 CHF | 45'000 | 45'000 | 14'297 | 14'297 | 134'614 CHF | 134'874 CHF | 97.55% | 97.55% |