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 | 0,35% | 8,74 CHF | 8,75 CHF | 46 000 | 46 000 | 20 941 | 20 941 | 183 688 CHF | 184 179 CHF | 99,90% | 99,90% |
19/11/2024 | 0,36% | 8,75 CHF | 8,76 CHF | 46 000 | 46 000 | 21 191 | 21 191 | 185 194 CHF | 185 688 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 8,89 CHF | 8,90 CHF | 46 000 | 46 000 | 20 911 | 20 911 | 186 665 CHF | 187 155 CHF | 99,90% | 99,90% |
15/11/2024 | 0,34% | 8,92 CHF | 8,93 CHF | 46 000 | 46 000 | 20 831 | 20 831 | 189 904 CHF | 190 394 CHF | 99,89% | 99,89% |
14/11/2024 | 0,34% | 9,22 CHF | 9,23 CHF | 46 000 | 46 000 | 20 916 | 20 916 | 191 620 CHF | 192 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 9,08 CHF | 9,09 CHF | 46 000 | 46 000 | 20 923 | 20 923 | 190 383 CHF | 190 873 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 9,22 CHF | 9,23 CHF | 46 000 | 46 000 | 20 926 | 20 926 | 192 816 CHF | 193 306 CHF | 99,85% | 99,85% |
11/11/2024 | 0,34% | 9,23 CHF | 9,24 CHF | 46 000 | 46 000 | 20 823 | 20 823 | 191 132 CHF | 191 622 CHF | 99,58% | 99,58% |
08/11/2024 | 0,35% | 9,11 CHF | 9,12 CHF | 46 000 | 46 000 | 21 000 | 21 000 | 188 476 CHF | 188 966 CHF | 99,23% | 99,23% |
07/11/2024 | 0,35% | 8,90 CHF | 8,91 CHF | 46 000 | 46 000 | 20 910 | 20 910 | 186 077 CHF | 186 567 CHF | 99,90% | 99,90% |