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 | 0.24% | 7.66 CHF | 7.67 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 157'371 CHF | 157'669 CHF | 99.75% | 99.75% |
19.11.2024 | 0.24% | 7.60 CHF | 7.61 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 155'985 CHF | 156'290 CHF | 99.97% | 99.97% |
18.11.2024 | 0.25% | 7.47 CHF | 7.48 CHF | 52'000 | 52'000 | 20'466 | 20'466 | 150'130 CHF | 150'425 CHF | 99.88% | 99.88% |
15.11.2024 | 0.23% | 7.45 CHF | 7.46 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 154'270 CHF | 154'558 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.13 CHF | 8.14 CHF | 49'000 | 49'000 | 19'455 | 19'455 | 158'244 CHF | 158'526 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 8.01 CHF | 8.02 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 159'962 CHF | 160'245 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 8.36 CHF | 8.37 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 153'126 CHF | 153'383 CHF | 95.89% | 99.82% |
11.11.2024 | 0.20% | 8.58 CHF | 8.59 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 163'249 CHF | 163'519 CHF | 99.59% | 99.59% |
08.11.2024 | 0.20% | 8.79 CHF | 8.80 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 164'423 CHF | 164'688 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 9.29 CHF | 9.30 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 127'785 CHF | 128'046 CHF | 98.05% | 98.05% |