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 | 0.12% | 8.97 CHF | 8.98 CHF | 11'500 | 11'500 | 11'316 | 11'316 | 92'690 CHF | 92'803 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 12'200 | 12'200 | 12'134 | 12'134 | 97'699 CHF | 97'820 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 7.94 CHF | 7.95 CHF | 13'000 | 13'000 | 13'126 | 13'126 | 112'846 CHF | 112'978 CHF | 41.29% | 100.00% |
15.11.2024 | - | 7.05 CHF | - CHF | 19'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 5.35 CHF | 8.35 CHF | 7'700 | 80 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 0.17% | 11.86 CHF | 11.88 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 100'707 CHF | 100'877 CHF | 100.00% | 100.00% |
12.11.2024 | - | 10.98 CHF | - CHF | 8'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 11.08 CHF | 11.73 CHF | 7'500 | 800 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 0.16% | 12.73 CHF | 12.75 CHF | 7'900 | 7'900 | 7'872 | 7'872 | 97'706 CHF | 97'863 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 12.33 CHF | 12.35 CHF | 6'300 | 6'300 | 6'299 | 6'299 | 81'247 CHF | 81'373 CHF | 100.00% | 100.00% |