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 | 0.20% | 9.21 CHF | 9.22 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 76'020 CHF | 76'174 CHF | 99.48% | 99.48% |
19.11.2024 | 0.22% | 9.03 CHF | 9.05 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 71'913 CHF | 72'075 CHF | 99.01% | 99.01% |
18.11.2024 | 0.20% | 9.85 CHF | 9.87 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 78'152 CHF | 78'311 CHF | 99.55% | 99.55% |
15.11.2024 | 0.20% | 9.61 CHF | 9.63 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 76'530 CHF | 76'685 CHF | 98.86% | 98.86% |
14.11.2024 | 0.22% | 9.41 CHF | 9.42 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 82'119 CHF | 82'299 CHF | 99.50% | 99.50% |
13.11.2024 | 0.24% | 8.37 CHF | 8.39 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 71'235 CHF | 71'405 CHF | 99.47% | 99.50% |
12.11.2024 | 0.24% | 8.98 CHF | 9.00 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 76'150 CHF | 76'333 CHF | 99.52% | 99.56% |
11.11.2024 | 0.22% | 9.95 CHF | 9.97 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 85'135 CHF | 85'319 CHF | 99.52% | 99.52% |
08.11.2024 | 0.26% | 8.54 CHF | 8.56 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 70'460 CHF | 70'640 CHF | 99.03% | 99.03% |
07.11.2024 | 0.23% | 9.93 CHF | 9.95 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 82'093 CHF | 82'281 CHF | 99.55% | 99.55% |