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% | 8.19 CHF | 8.20 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 168'206 CHF | 168'505 CHF | 99.76% | 99.76% |
19.11.2024 | 0.23% | 8.13 CHF | 8.14 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 167'056 CHF | 167'362 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 8.00 CHF | 8.01 CHF | 52'000 | 52'000 | 20'469 | 20'469 | 160'982 CHF | 161'277 CHF | 99.89% | 99.89% |
15.11.2024 | 0.21% | 7.98 CHF | 7.99 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 164'906 CHF | 165'194 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.66 CHF | 8.67 CHF | 49'000 | 49'000 | 19'456 | 19'456 | 168'577 CHF | 168'859 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 8.54 CHF | 8.55 CHF | 50'000 | 50'000 | 19'510 | 19'510 | 170'214 CHF | 170'497 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.89 CHF | 8.90 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 162'643 CHF | 162'899 CHF | 95.89% | 99.82% |
11.11.2024 | 0.19% | 9.10 CHF | 9.11 CHF | 48'000 | 48'000 | 18'699 | 18'699 | 173'061 CHF | 173'331 CHF | 99.59% | 99.59% |
08.11.2024 | 0.19% | 9.31 CHF | 9.32 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 173'982 CHF | 174'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 9.81 CHF | 9.82 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 135'297 CHF | 135'558 CHF | 98.05% | 98.05% |