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% | 7,79 CHF | 7,81 CHF | 71 000 | 71 000 | 71 000 | 71 000 | 584 751 CHF | 586 171 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 7,94 CHF | 7,96 CHF | 66 900 | 66 900 | 66 900 | 66 900 | 521 979 CHF | 523 317 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 8,72 CHF | 8,74 CHF | 66 300 | 66 300 | 66 300 | 66 300 | 567 349 CHF | 568 675 CHF | 99,04% | 99,04% |
15/11/2024 | 0,22% | 8,74 CHF | 8,76 CHF | 62 500 | 62 500 | 62 500 | 62 500 | 566 343 CHF | 567 593 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 9,40 CHF | 9,42 CHF | 70 900 | 70 900 | 70 900 | 70 900 | 642 348 CHF | 643 766 CHF | 99,08% | 99,08% |
13/11/2024 | 0,25% | 7,97 CHF | 7,99 CHF | 70 400 | 70 400 | 70 400 | 70 400 | 567 576 CHF | 568 984 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,17 CHF | 8,19 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 538 041 CHF | 539 221 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 10,03 CHF | 10,05 CHF | 63 200 | 63 200 | 63 200 | 63 200 | 638 145 CHF | 639 409 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 9,20 CHF | 9,22 CHF | 58 700 | 58 700 | 58 700 | 58 700 | 555 228 CHF | 556 402 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 10,17 CHF | 10,19 CHF | 62 900 | 62 900 | 62 900 | 62 900 | 624 269 CHF | 625 527 CHF | 99,67% | 99,67% |