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 | 0.21% | 8.38 CHF | 8.39 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 167'286 CHF | 167'578 CHF | 99.89% | 99.89% |
19.11.2024 | 0.22% | 8.39 CHF | 8.40 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 161'043 CHF | 161'330 CHF | 99.96% | 99.96% |
18.11.2024 | 0.20% | 8.62 CHF | 8.63 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 150'770 CHF | 151'012 CHF | 98.05% | 98.05% |
15.11.2024 | 0.21% | 9.01 CHF | 9.02 CHF | 44'000 | 44'000 | 20'521 | 20'521 | 176'591 CHF | 176'905 CHF | 98.69% | 98.69% |
14.11.2024 | 0.21% | 8.00 CHF | 8.01 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 167'920 CHF | 168'220 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.71 CHF | 8.72 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 105'617 CHF | 105'883 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.00 CHF | 8.01 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 164'757 CHF | 165'063 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.48 CHF | 8.49 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 171'503 CHF | 171'819 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.68 CHF | 7.69 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 164'400 CHF | 164'691 CHF | 98.80% | 98.80% |
07.11.2024 | 0.22% | 7.17 CHF | 7.18 CHF | 50'000 | 50'000 | 23'523 | 23'523 | 168'254 CHF | 168'559 CHF | 98.14% | 98.14% |