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% | 7.89 CHF | 7.90 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 162'128 CHF | 162'426 CHF | 99.75% | 99.75% |
19.11.2024 | 0.24% | 7.83 CHF | 7.84 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 160'866 CHF | 161'172 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.71 CHF | 7.72 CHF | 52'000 | 52'000 | 20'467 | 20'467 | 154'903 CHF | 155'198 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 7.69 CHF | 7.70 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 158'954 CHF | 159'243 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.36 CHF | 8.37 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 162'785 CHF | 163'067 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.24 CHF | 8.25 CHF | 50'000 | 50'000 | 19'510 | 19'510 | 164'462 CHF | 164'744 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 8.59 CHF | 8.60 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 157'319 CHF | 157'576 CHF | 95.89% | 99.82% |
11.11.2024 | 0.20% | 8.81 CHF | 8.82 CHF | 48'000 | 48'000 | 18'699 | 18'699 | 167'571 CHF | 167'841 CHF | 99.59% | 99.59% |
08.11.2024 | 0.19% | 9.02 CHF | 9.03 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 168'641 CHF | 168'907 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 9.52 CHF | 9.53 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 131'093 CHF | 131'354 CHF | 98.05% | 98.05% |