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% | 8,64 CHF | 8,65 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 259 946 CHF | 260 242 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,61 CHF | 8,62 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 256 214 CHF | 256 510 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 8,84 CHF | 8,85 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 261 377 CHF | 261 675 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 8,81 CHF | 8,82 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 267 479 CHF | 267 779 CHF | 83,45% | 83,45% |
14/11/2024 | 0,11% | 9,17 CHF | 9,18 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 268 630 CHF | 268 928 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 8,96 CHF | 8,97 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 265 603 CHF | 265 900 CHF | 99,30% | 99,30% |
12/11/2024 | 0,11% | 8,99 CHF | 9,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 272 642 CHF | 272 940 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,42 CHF | 9,43 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 280 580 CHF | 280 878 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,21 CHF | 9,22 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 275 166 CHF | 275 461 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,47 CHF | 9,48 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 282 436 CHF | 282 730 CHF | 100,00% | 100,00% |