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 | 0,11% | 9,13 CHF | 9,14 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 444 870 CHF | 445 354 CHF | 100,00% | 100,00% |
19/11/2024 | 0,11% | 8,90 CHF | 8,91 CHF | 50 000 | 50 000 | 49 524 | 49 522 | 443 383 CHF | 443 861 CHF | 98,65% | 98,65% |
18/11/2024 | 0,12% | 8,83 CHF | 8,84 CHF | 50 000 | 50 000 | 49 532 | 49 529 | 431 116 CHF | 431 579 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,50 CHF | 8,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 423 228 CHF | 423 728 CHF | 70,92% | 70,92% |
14/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 414 169 CHF | 414 655 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,73 CHF | 8,74 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 434 789 CHF | 435 284 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,70 CHF | 8,71 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 431 629 CHF | 432 125 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 8,82 CHF | 8,83 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 452 333 CHF | 452 829 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,39 CHF | 9,40 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 465 838 CHF | 466 334 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,47 CHF | 9,48 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 460 675 CHF | 461 166 CHF | 100,00% | 100,00% |