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% | 7.71 CHF | 7.72 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 158'340 CHF | 158'638 CHF | 99.75% | 99.75% |
19.11.2024 | 0.24% | 7.65 CHF | 7.66 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 157'003 CHF | 157'309 CHF | 99.97% | 99.97% |
18.11.2024 | 0.24% | 7.52 CHF | 7.53 CHF | 52'000 | 52'000 | 20'445 | 20'445 | 150'972 CHF | 151'266 CHF | 99.82% | 99.82% |
15.11.2024 | 0.23% | 7.50 CHF | 7.51 CHF | 52'000 | 52'000 | 20'049 | 20'049 | 155'130 CHF | 155'419 CHF | 98.78% | 98.78% |
14.11.2024 | 0.22% | 8.17 CHF | 8.18 CHF | 49'000 | 49'000 | 19'451 | 19'451 | 159'067 CHF | 159'349 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 8.05 CHF | 8.06 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 160'775 CHF | 161'057 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 8.40 CHF | 8.41 CHF | 49'000 | 49'000 | 18'157 | 18'157 | 154'134 CHF | 154'391 CHF | 95.68% | 99.61% |
11.11.2024 | 0.20% | 8.62 CHF | 8.63 CHF | 48'000 | 48'000 | 18'666 | 18'666 | 163'706 CHF | 163'975 CHF | 99.48% | 99.48% |
08.11.2024 | 0.20% | 8.83 CHF | 8.84 CHF | 47'000 | 47'000 | 18'328 | 18'328 | 164'769 CHF | 165'034 CHF | 99.87% | 99.87% |
07.11.2024 | 0.39% | 9.32 CHF | 9.33 CHF | 45'000 | 45'000 | 14'289 | 14'289 | 126'730 CHF | 126'990 CHF | 97.52% | 97.52% |