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% | 8.29 CHF | 8.30 CHF | 51'000 | 51'000 | 20'446 | 20'446 | 170'169 CHF | 170'468 CHF | 99.75% | 99.75% |
19.11.2024 | 0.22% | 8.22 CHF | 8.23 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 169'080 CHF | 169'386 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 8.10 CHF | 8.11 CHF | 52'000 | 52'000 | 20'466 | 20'466 | 162'957 CHF | 163'252 CHF | 99.88% | 99.88% |
15.11.2024 | 0.21% | 8.08 CHF | 8.09 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 166'875 CHF | 167'164 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.75 CHF | 8.76 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 170'460 CHF | 170'741 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 8.64 CHF | 8.65 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 172'120 CHF | 172'402 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.98 CHF | 8.99 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 164'414 CHF | 164'671 CHF | 95.89% | 99.82% |
11.11.2024 | 0.19% | 9.20 CHF | 9.21 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 174'869 CHF | 175'139 CHF | 99.59% | 99.59% |
08.11.2024 | 0.19% | 9.41 CHF | 9.42 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 175'746 CHF | 176'011 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 9.90 CHF | 9.91 CHF | 45'000 | 45'000 | 14'459 | 14'459 | 136'684 CHF | 136'945 CHF | 98.05% | 98.05% |