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% | 8,95 CHF | 8,96 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 159 457 CHF | 159 636 CHF | 100,00% | 100,00% |
19/11/2024 | 0,11% | 8,93 CHF | 8,94 CHF | 18 000 | 18 000 | 17 827 | 17 827 | 158 266 CHF | 158 445 CHF | 98,86% | 98,86% |
18/11/2024 | 0,12% | 8,71 CHF | 8,72 CHF | 18 000 | 18 000 | 18 093 | 18 093 | 156 993 CHF | 157 174 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,61 CHF | 8,62 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 160 276 CHF | 160 461 CHF | 71,82% | 71,82% |
14/11/2024 | 0,11% | 8,92 CHF | 8,93 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 157 961 CHF | 158 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 8,79 CHF | 8,80 CHF | 18 000 | 18 000 | 17 835 | 17 835 | 157 308 CHF | 157 487 CHF | 99,27% | 99,27% |
12/11/2024 | 0,11% | 9,07 CHF | 9,08 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 159 830 CHF | 160 005 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,32 CHF | 9,33 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 161 930 CHF | 162 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,10 CHF | 9,11 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 162 129 CHF | 162 306 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,12 CHF | 9,13 CHF | 18 000 | 18 000 | 17 713 | 17 713 | 162 902 CHF | 163 079 CHF | 100,00% | 100,00% |