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% | 9,52 CHF | 9,53 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 169 618 CHF | 169 797 CHF | 100,00% | 100,00% |
19/11/2024 | 0,11% | 9,50 CHF | 9,51 CHF | 18 000 | 18 000 | 17 827 | 17 827 | 168 428 CHF | 168 607 CHF | 98,86% | 98,86% |
18/11/2024 | 0,11% | 9,28 CHF | 9,29 CHF | 18 000 | 18 000 | 18 092 | 18 092 | 167 285 CHF | 167 466 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 9,18 CHF | 9,19 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 170 822 CHF | 171 007 CHF | 71,91% | 71,91% |
14/11/2024 | 0,11% | 9,49 CHF | 9,50 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 168 125 CHF | 168 304 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 9,36 CHF | 9,37 CHF | 18 000 | 18 000 | 17 835 | 17 835 | 167 474 CHF | 167 653 CHF | 99,27% | 99,27% |
12/11/2024 | 0,10% | 9,64 CHF | 9,65 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 169 793 CHF | 169 968 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,89 CHF | 9,90 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 171 810 CHF | 171 983 CHF | 100,00% | 100,00% |
08/11/2024 | 0,10% | 9,67 CHF | 9,68 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 172 236 CHF | 172 414 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 9,69 CHF | 9,70 CHF | 18 000 | 18 000 | 17 708 | 17 708 | 172 912 CHF | 173 089 CHF | 100,00% | 100,00% |