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% | 8,23 CHF | 8,24 CHF | 50 000 | 38 000 | 49 531 | 37 656 | 413 175 CHF | 314 495 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,20 CHF | 8,21 CHF | 50 000 | 38 000 | 49 527 | 37 653 | 406 881 CHF | 309 710 CHF | 99,30% | 99,30% |
18/11/2024 | 0,12% | 8,43 CHF | 8,44 CHF | 50 000 | 38 000 | 49 532 | 37 657 | 415 593 CHF | 316 332 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,41 CHF | 8,42 CHF | 50 000 | 38 000 | 50 000 | 38 000 | 425 848 CHF | 324 024 CHF | 72,92% | 72,92% |
14/11/2024 | 0,12% | 8,76 CHF | 8,77 CHF | 50 000 | 38 000 | 49 534 | 37 657 | 427 655 CHF | 325 488 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,55 CHF | 8,56 CHF | 50 000 | 38 000 | 49 524 | 37 651 | 422 537 CHF | 321 613 CHF | 98,47% | 98,47% |
12/11/2024 | 0,12% | 8,58 CHF | 8,59 CHF | 50 000 | 38 000 | 49 531 | 37 653 | 434 294 CHF | 330 523 CHF | 99,39% | 99,39% |
11/11/2024 | 0,11% | 9,02 CHF | 9,03 CHF | 50 000 | 38 000 | 49 531 | 37 656 | 447 571 CHF | 340 644 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 8,80 CHF | 8,81 CHF | 50 000 | 38 000 | 49 532 | 37 657 | 438 452 CHF | 333 711 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,06 CHF | 9,07 CHF | 50 000 | 38 000 | 49 532 | 37 657 | 450 621 CHF | 342 963 CHF | 100,00% | 100,00% |