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 | 19'647 | 19'647 | 167'364 CHF | 167'656 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 8.39 CHF | 8.40 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 161'119 CHF | 161'406 CHF | 99.96% | 99.96% |
18.11.2024 | 0.20% | 8.62 CHF | 8.63 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 150'861 CHF | 151'103 CHF | 98.05% | 98.05% |
15.11.2024 | 0.22% | 9.01 CHF | 9.02 CHF | 44'000 | 44'000 | 20'389 | 20'389 | 175'506 CHF | 175'820 CHF | 99.72% | 99.72% |
14.11.2024 | 0.21% | 8.01 CHF | 8.02 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 167'989 CHF | 168'289 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 8.71 CHF | 8.72 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 105'687 CHF | 105'953 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.00 CHF | 8.01 CHF | 48'000 | 48'000 | 20'524 | 20'524 | 164'790 CHF | 165'096 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.48 CHF | 8.49 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 171'569 CHF | 171'886 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.68 CHF | 7.69 CHF | 50'000 | 50'000 | 22'321 | 22'321 | 165'265 CHF | 165'556 CHF | 99.18% | 99.18% |
07.11.2024 | 0.22% | 7.18 CHF | 7.19 CHF | 50'000 | 50'000 | 23'435 | 23'435 | 167'716 CHF | 168'020 CHF | 99.19% | 99.19% |