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% | 7.88 CHF | 7.89 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 161'868 CHF | 162'166 CHF | 99.75% | 99.75% |
19.11.2024 | 0.24% | 7.82 CHF | 7.83 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 160'618 CHF | 160'924 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.70 CHF | 7.71 CHF | 52'000 | 52'000 | 20'444 | 20'444 | 154'491 CHF | 154'786 CHF | 99.82% | 99.82% |
15.11.2024 | 0.22% | 7.67 CHF | 7.68 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 158'687 CHF | 158'975 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.34 CHF | 8.35 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 162'470 CHF | 162'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.23 CHF | 8.24 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 164'130 CHF | 164'412 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 8.58 CHF | 8.59 CHF | 49'000 | 49'000 | 18'156 | 18'156 | 157'228 CHF | 157'485 CHF | 95.68% | 99.61% |
11.11.2024 | 0.20% | 8.79 CHF | 8.80 CHF | 48'000 | 48'000 | 18'664 | 18'664 | 166'880 CHF | 167'149 CHF | 99.47% | 99.47% |
08.11.2024 | 0.19% | 9.00 CHF | 9.01 CHF | 47'000 | 47'000 | 18'330 | 18'330 | 167'902 CHF | 168'168 CHF | 99.87% | 99.87% |
07.11.2024 | 0.38% | 9.49 CHF | 9.50 CHF | 45'000 | 45'000 | 14'289 | 14'289 | 129'164 CHF | 129'424 CHF | 97.52% | 97.52% |