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 | 0,24% | 8,10 CHF | 8,12 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 81 694 CHF | 81 893 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 8,12 CHF | 8,14 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 81 416 CHF | 81 614 CHF | 98,88% | 98,88% |
18/11/2024 | 0,25% | 8,37 CHF | 8,39 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 81 478 CHF | 81 677 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 8,27 CHF | 8,29 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 83 665 CHF | 83 865 CHF | 72,06% | 72,06% |
14/11/2024 | 0,24% | 8,46 CHF | 8,48 CHF | 10 000 | 10 000 | 9 542 | 9 542 | 80 435 CHF | 80 626 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 7,98 CHF | 8,00 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 79 691 CHF | 79 889 CHF | 99,35% | 99,35% |
12/11/2024 | 0,25% | 8,01 CHF | 8,03 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 80 800 CHF | 80 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 8,35 CHF | 8,37 CHF | 10 000 | 10 000 | 9 897 | 9 897 | 83 144 CHF | 83 342 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 8,37 CHF | 8,39 CHF | 10 000 | 10 000 | 9 667 | 9 667 | 81 866 CHF | 82 059 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 8,63 CHF | 8,65 CHF | 9 000 | 9 000 | 9 027 | 9 027 | 78 640 CHF | 78 820 CHF | 100,00% | 100,00% |