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% | 8.07 CHF | 8.08 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 165'757 CHF | 166'055 CHF | 99.75% | 99.75% |
19.11.2024 | 0.23% | 8.01 CHF | 8.02 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 164'597 CHF | 164'903 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 7.89 CHF | 7.90 CHF | 52'000 | 52'000 | 20'444 | 20'444 | 158'384 CHF | 158'679 CHF | 99.82% | 99.82% |
15.11.2024 | 0.22% | 7.87 CHF | 7.88 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 162'515 CHF | 162'803 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.54 CHF | 8.55 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 166'184 CHF | 166'466 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.42 CHF | 8.43 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 167'854 CHF | 168'136 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.77 CHF | 8.78 CHF | 49'000 | 49'000 | 18'151 | 18'151 | 160'642 CHF | 160'899 CHF | 95.71% | 99.64% |
11.11.2024 | 0.19% | 8.98 CHF | 8.99 CHF | 48'000 | 48'000 | 18'664 | 18'664 | 170'424 CHF | 170'693 CHF | 99.47% | 99.47% |
08.11.2024 | 0.19% | 9.19 CHF | 9.20 CHF | 47'000 | 47'000 | 18'323 | 18'323 | 171'276 CHF | 171'542 CHF | 99.85% | 99.85% |
07.11.2024 | 0.37% | 9.68 CHF | 9.69 CHF | 45'000 | 45'000 | 14'278 | 14'278 | 131'735 CHF | 131'994 CHF | 97.49% | 97.49% |