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% | 7.99 CHF | 8.00 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 164'162 CHF | 164'460 CHF | 99.76% | 99.76% |
19.11.2024 | 0.23% | 7.93 CHF | 7.94 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 162'926 CHF | 163'231 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.81 CHF | 7.82 CHF | 52'000 | 52'000 | 20'469 | 20'469 | 156'926 CHF | 157'221 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 7.79 CHF | 7.80 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 160'930 CHF | 161'218 CHF | 98.81% | 98.81% |
14.11.2024 | 0.21% | 8.46 CHF | 8.47 CHF | 49'000 | 49'000 | 19'456 | 19'456 | 164'723 CHF | 165'004 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 8.34 CHF | 8.35 CHF | 50'000 | 50'000 | 19'510 | 19'510 | 166'391 CHF | 166'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 8.69 CHF | 8.70 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 159'104 CHF | 159'361 CHF | 95.89% | 99.82% |
11.11.2024 | 0.20% | 8.91 CHF | 8.92 CHF | 48'000 | 48'000 | 18'699 | 18'699 | 169'410 CHF | 169'679 CHF | 99.59% | 99.59% |
08.11.2024 | 0.19% | 9.12 CHF | 9.13 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 170'424 CHF | 170'689 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 9.61 CHF | 9.62 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 132'490 CHF | 132'751 CHF | 98.05% | 98.05% |