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% | 7.80 CHF | 7.81 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 160'113 CHF | 160'411 CHF | 99.75% | 99.75% |
19.11.2024 | 0.24% | 7.73 CHF | 7.74 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 158'807 CHF | 159'113 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.61 CHF | 7.62 CHF | 52'000 | 52'000 | 20'466 | 20'466 | 152'870 CHF | 153'165 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 7.59 CHF | 7.60 CHF | 52'000 | 52'000 | 20'059 | 20'059 | 156'979 CHF | 157'268 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.26 CHF | 8.27 CHF | 49'000 | 49'000 | 19'451 | 19'451 | 160'836 CHF | 161'118 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.15 CHF | 8.16 CHF | 50'000 | 50'000 | 19'513 | 19'513 | 162'565 CHF | 162'848 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 8.50 CHF | 8.51 CHF | 49'000 | 49'000 | 18'128 | 18'128 | 155'545 CHF | 155'802 CHF | 95.89% | 99.82% |
11.11.2024 | 0.20% | 8.71 CHF | 8.72 CHF | 48'000 | 48'000 | 18'699 | 18'699 | 165'741 CHF | 166'011 CHF | 99.59% | 99.59% |
08.11.2024 | 0.20% | 8.92 CHF | 8.93 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 166'860 CHF | 167'125 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 9.42 CHF | 9.43 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 129'688 CHF | 129'949 CHF | 98.05% | 98.05% |