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 | 164'018 CHF | 164'310 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 8.22 CHF | 8.23 CHF | 47'000 | 47'000 | 19'422 | 19'422 | 157'818 CHF | 158'105 CHF | 99.96% | 99.96% |
18.11.2024 | 0.20% | 8.45 CHF | 8.46 CHF | 46'000 | 46'000 | 17'163 | 17'163 | 147'938 CHF | 148'180 CHF | 98.05% | 98.05% |
15.11.2024 | 0.22% | 8.84 CHF | 8.85 CHF | 44'000 | 44'000 | 20'389 | 20'389 | 172'024 CHF | 172'338 CHF | 99.72% | 99.72% |
14.11.2024 | 0.22% | 7.84 CHF | 7.85 CHF | 48'000 | 48'000 | 20'140 | 20'140 | 164'553 CHF | 164'853 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 8.54 CHF | 8.55 CHF | 45'000 | 45'000 | 12'447 | 12'447 | 103'574 CHF | 103'840 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 7.84 CHF | 7.85 CHF | 48'000 | 48'000 | 20'522 | 20'522 | 161'296 CHF | 161'602 CHF | 99.92% | 99.92% |
11.11.2024 | 0.22% | 8.32 CHF | 8.33 CHF | 46'000 | 46'000 | 20'788 | 20'788 | 168'095 CHF | 168'412 CHF | 99.09% | 99.09% |
08.11.2024 | 0.22% | 7.52 CHF | 7.53 CHF | 50'000 | 50'000 | 22'322 | 22'322 | 161'564 CHF | 161'856 CHF | 99.18% | 99.18% |
07.11.2024 | 0.22% | 7.01 CHF | 7.02 CHF | 50'000 | 50'000 | 23'433 | 23'433 | 163'775 CHF | 164'079 CHF | 99.19% | 99.19% |