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% | 8,55 CHF | 8,56 CHF | 29 000 | 29 000 | 28 710 | 28 710 | 247 036 CHF | 247 323 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 29 000 | 29 000 | 28 722 | 28 722 | 245 910 CHF | 246 197 CHF | 98,87% | 98,87% |
18/11/2024 | 0,12% | 8,59 CHF | 8,60 CHF | 29 000 | 29 000 | 28 729 | 28 729 | 245 597 CHF | 245 885 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 29 000 | 29 000 | 29 164 | 29 164 | 247 972 CHF | 248 264 CHF | 71,80% | 71,80% |
14/11/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 29 500 | 29 500 | 29 262 | 29 262 | 246 079 CHF | 246 372 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,33 CHF | 8,34 CHF | 30 000 | 30 000 | 29 667 | 29 667 | 246 892 CHF | 247 189 CHF | 99,56% | 99,56% |
12/11/2024 | 0,12% | 8,23 CHF | 8,24 CHF | 30 000 | 30 000 | 29 632 | 29 632 | 246 357 CHF | 246 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,43 CHF | 8,44 CHF | 29 500 | 29 500 | 29 224 | 29 224 | 245 895 CHF | 246 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 30 000 | 30 000 | 29 698 | 29 698 | 246 355 CHF | 246 652 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 29 500 | 29 500 | 29 223 | 29 223 | 245 975 CHF | 246 268 CHF | 100,00% | 100,00% |