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% | 8.09 CHF | 8.10 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 166'166 CHF | 166'464 CHF | 99.75% | 99.75% |
19.11.2024 | 0.23% | 8.03 CHF | 8.04 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 164'988 CHF | 165'294 CHF | 99.97% | 99.97% |
18.11.2024 | 0.23% | 7.91 CHF | 7.92 CHF | 52'000 | 52'000 | 20'466 | 20'466 | 158'939 CHF | 159'234 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 7.89 CHF | 7.90 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 162'926 CHF | 163'214 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.56 CHF | 8.57 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 166'635 CHF | 166'917 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.44 CHF | 8.45 CHF | 50'000 | 50'000 | 19'512 | 19'512 | 168'322 CHF | 168'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.79 CHF | 8.80 CHF | 49'000 | 49'000 | 18'123 | 18'123 | 160'836 CHF | 161'093 CHF | 95.89% | 99.82% |
11.11.2024 | 0.19% | 9.01 CHF | 9.02 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 171'229 CHF | 171'499 CHF | 99.59% | 99.59% |
08.11.2024 | 0.19% | 9.22 CHF | 9.23 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 172'199 CHF | 172'464 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 9.71 CHF | 9.72 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 133'891 CHF | 134'152 CHF | 98.05% | 98.05% |