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 | 0,31% | 9,86 CHF | 9,87 CHF | 44 000 | 44 000 | 19 614 | 19 614 | 195 064 CHF | 195 522 CHF | 99,03% | 99,03% |
19/11/2024 | 0,31% | 9,93 CHF | 9,94 CHF | 44 000 | 44 000 | 19 743 | 19 743 | 195 777 CHF | 196 235 CHF | 99,66% | 99,66% |
18/11/2024 | 0,31% | 9,96 CHF | 9,97 CHF | 44 000 | 44 000 | 19 680 | 19 680 | 195 185 CHF | 195 643 CHF | 99,78% | 99,78% |
15/11/2024 | 0,32% | 9,96 CHF | 9,97 CHF | 44 000 | 44 000 | 19 666 | 19 666 | 194 256 CHF | 194 714 CHF | 99,72% | 99,72% |
14/11/2024 | 0,31% | 9,96 CHF | 9,97 CHF | 44 000 | 44 000 | 19 737 | 19 737 | 196 554 CHF | 197 011 CHF | 98,57% | 98,57% |
13/11/2024 | 0,32% | 9,88 CHF | 9,89 CHF | 44 000 | 44 000 | 19 719 | 19 719 | 194 430 CHF | 194 888 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 9,87 CHF | 9,88 CHF | 44 000 | 44 000 | 19 792 | 19 792 | 195 210 CHF | 195 668 CHF | 99,16% | 99,16% |
11/11/2024 | 0,32% | 9,90 CHF | 9,91 CHF | 44 000 | 44 000 | 19 675 | 19 675 | 193 903 CHF | 194 361 CHF | 99,76% | 99,76% |
08/11/2024 | 0,32% | 9,75 CHF | 9,76 CHF | 44 000 | 44 000 | 19 968 | 19 968 | 192 563 CHF | 193 027 CHF | 99,05% | 99,05% |
07/11/2024 | 0,32% | 9,53 CHF | 9,54 CHF | 46 000 | 46 000 | 19 925 | 19 925 | 192 015 CHF | 192 475 CHF | 99,88% | 99,88% |