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% | 8,37 CHF | 8,38 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 149 079 CHF | 149 258 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,35 CHF | 8,36 CHF | 18 000 | 18 000 | 17 828 | 17 828 | 147 936 CHF | 148 114 CHF | 98,86% | 98,86% |
18/11/2024 | 0,12% | 8,13 CHF | 8,14 CHF | 18 000 | 18 000 | 18 096 | 18 096 | 146 484 CHF | 146 665 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,03 CHF | 8,04 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 149 547 CHF | 149 732 CHF | 72,05% | 72,05% |
14/11/2024 | 0,12% | 8,34 CHF | 8,35 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 147 617 CHF | 147 795 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,21 CHF | 8,22 CHF | 18 000 | 18 000 | 17 835 | 17 835 | 146 964 CHF | 147 143 CHF | 99,27% | 99,27% |
12/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 149 694 CHF | 149 869 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,74 CHF | 8,75 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 151 875 CHF | 152 048 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,52 CHF | 8,53 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 151 844 CHF | 152 022 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 18 000 | 18 000 | 17 713 | 17 713 | 152 634 CHF | 152 811 CHF | 100,00% | 100,00% |