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 | 0.23% | 7.98 CHF | 7.99 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 163'822 CHF | 164'121 CHF | 99.75% | 99.75% |
19.11.2024 | 0.23% | 7.91 CHF | 7.92 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 162'615 CHF | 162'920 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.79 CHF | 7.80 CHF | 52'000 | 52'000 | 20'445 | 20'445 | 156'470 CHF | 156'765 CHF | 99.82% | 99.82% |
15.11.2024 | 0.22% | 7.77 CHF | 7.78 CHF | 52'000 | 52'000 | 20'059 | 20'059 | 160'606 CHF | 160'895 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.44 CHF | 8.45 CHF | 49'000 | 49'000 | 19'455 | 19'455 | 164'343 CHF | 164'625 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.32 CHF | 8.33 CHF | 50'000 | 50'000 | 19'510 | 19'510 | 165'991 CHF | 166'273 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.67 CHF | 8.68 CHF | 49'000 | 49'000 | 18'150 | 18'150 | 158'901 CHF | 159'159 CHF | 95.66% | 99.59% |
11.11.2024 | 0.20% | 8.89 CHF | 8.90 CHF | 48'000 | 48'000 | 18'663 | 18'663 | 168'664 CHF | 168'933 CHF | 99.47% | 99.47% |
08.11.2024 | 0.19% | 9.09 CHF | 9.10 CHF | 47'000 | 47'000 | 18'339 | 18'339 | 169'714 CHF | 169'979 CHF | 99.90% | 99.90% |
07.11.2024 | 0.37% | 9.59 CHF | 9.60 CHF | 45'000 | 45'000 | 14'296 | 14'296 | 130'575 CHF | 130'835 CHF | 97.54% | 97.54% |