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 | 0,11% | 8,89 CHF | 8,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 265 758 CHF | 266 053 CHF | 100,00% | 100,00% |
19/11/2024 | 0,11% | 8,87 CHF | 8,88 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 263 863 CHF | 264 158 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 8,99 CHF | 9,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 266 458 CHF | 266 747 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 8,97 CHF | 8,98 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 270 674 CHF | 270 974 CHF | 83,45% | 83,45% |
14/11/2024 | 0,11% | 9,15 CHF | 9,16 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 269 976 CHF | 270 271 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 9,04 CHF | 9,05 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 268 410 CHF | 268 707 CHF | 99,30% | 99,30% |
12/11/2024 | 0,11% | 9,06 CHF | 9,07 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 271 906 CHF | 272 203 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,27 CHF | 9,28 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 275 879 CHF | 276 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,16 CHF | 9,17 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 273 066 CHF | 273 364 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,29 CHF | 9,30 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 276 693 CHF | 276 990 CHF | 100,00% | 100,00% |