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 | 0.22% | 8.11 CHF | 8.12 CHF | 47'000 | 47'000 | 19'648 | 19'648 | 161'915 CHF | 162'206 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 8.12 CHF | 8.13 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 155'760 CHF | 156'047 CHF | 99.96% | 99.96% |
18.11.2024 | 0.20% | 8.34 CHF | 8.35 CHF | 46'000 | 46'000 | 17'164 | 17'164 | 146'088 CHF | 146'331 CHF | 98.05% | 98.05% |
15.11.2024 | 0.22% | 8.74 CHF | 8.75 CHF | 44'000 | 44'000 | 20'544 | 20'544 | 171'151 CHF | 171'466 CHF | 98.32% | 98.32% |
14.11.2024 | 0.22% | 7.73 CHF | 7.74 CHF | 48'000 | 48'000 | 20'138 | 20'138 | 162'397 CHF | 162'697 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 8.44 CHF | 8.45 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 102'229 CHF | 102'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 7.73 CHF | 7.74 CHF | 48'000 | 48'000 | 20'529 | 20'529 | 159'179 CHF | 159'485 CHF | 99.92% | 99.92% |
11.11.2024 | 0.23% | 8.21 CHF | 8.22 CHF | 46'000 | 46'000 | 20'789 | 20'789 | 165'867 CHF | 166'184 CHF | 99.09% | 99.09% |
08.11.2024 | 0.23% | 7.41 CHF | 7.42 CHF | 50'000 | 50'000 | 22'213 | 22'213 | 158'429 CHF | 158'720 CHF | 98.80% | 98.80% |
07.11.2024 | 0.22% | 6.91 CHF | 6.92 CHF | 50'000 | 50'000 | 23'530 | 23'530 | 161'965 CHF | 162'270 CHF | 97.94% | 97.94% |