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% | 9,25 CHF | 9,26 CHF | 33 300 | 33 300 | 18 119 | 18 119 | 172 734 CHF | 173 094 CHF | 99,72% | 99,72% |
19/11/2024 | 0,25% | 9,86 CHF | 9,87 CHF | 33 000 | 33 000 | 18 268 | 18 268 | 174 392 CHF | 174 755 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 9,73 CHF | 9,74 CHF | 34 700 | 34 700 | 19 152 | 19 152 | 177 795 CHF | 178 179 CHF | 99,37% | 99,37% |
15/11/2024 | 0,28% | 8,99 CHF | 9,01 CHF | 33 100 | 33 100 | 18 204 | 18 204 | 167 499 CHF | 167 934 CHF | 99,86% | 99,86% |
14/11/2024 | 0,26% | 9,43 CHF | 9,44 CHF | 34 900 | 34 900 | 19 192 | 19 192 | 175 507 CHF | 175 889 CHF | 99,35% | 99,35% |
13/11/2024 | 0,27% | 8,88 CHF | 8,89 CHF | 35 900 | 35 900 | 19 745 | 19 745 | 173 262 CHF | 173 655 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 9,08 CHF | 9,09 CHF | 35 800 | 35 800 | 19 699 | 19 699 | 174 223 CHF | 174 615 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 8,61 CHF | 8,62 CHF | 34 000 | 34 000 | 18 527 | 18 527 | 167 767 CHF | 168 137 CHF | 98,29% | 98,29% |
08/11/2024 | 0,25% | 9,33 CHF | 9,34 CHF | 33 800 | 33 800 | 18 523 | 18 523 | 175 873 CHF | 176 242 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 9,20 CHF | 9,21 CHF | 36 600 | 36 600 | 20 305 | 20 305 | 180 094 CHF | 180 498 CHF | 99,83% | 99,83% |