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% | 8.21 CHF | 8.22 CHF | 47'000 | 47'000 | 19'646 | 19'646 | 163'840 CHF | 164'132 CHF | 99.89% | 99.89% |
19.11.2024 | 0.22% | 8.22 CHF | 8.23 CHF | 47'000 | 47'000 | 19'423 | 19'423 | 157'657 CHF | 157'944 CHF | 99.96% | 99.96% |
18.11.2024 | 0.20% | 8.44 CHF | 8.45 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 147'790 CHF | 148'032 CHF | 98.05% | 98.05% |
15.11.2024 | 0.22% | 8.83 CHF | 8.84 CHF | 44'000 | 44'000 | 20'589 | 20'589 | 173'586 CHF | 173'901 CHF | 97.75% | 97.75% |
14.11.2024 | 0.22% | 7.83 CHF | 7.84 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 164'375 CHF | 164'675 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 8.54 CHF | 8.55 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 103'465 CHF | 103'732 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 7.83 CHF | 7.84 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 161'171 CHF | 161'477 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.31 CHF | 8.32 CHF | 46'000 | 46'000 | 20'790 | 20'790 | 167'929 CHF | 168'245 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.51 CHF | 7.52 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 160'598 CHF | 160'889 CHF | 98.80% | 98.80% |
07.11.2024 | 0.22% | 7.00 CHF | 7.01 CHF | 50'000 | 50'000 | 23'559 | 23'559 | 164'431 CHF | 164'736 CHF | 97.78% | 97.78% |