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 | 0,23% | 8,89 CHF | 8,91 CHF | 33 500 | 33 500 | 33 259 | 33 259 | 288 349 CHF | 289 014 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 8,69 CHF | 8,71 CHF | 33 100 | 33 100 | 33 882 | 33 882 | 296 659 CHF | 297 337 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 8,50 CHF | 8,52 CHF | 34 400 | 34 400 | 34 943 | 34 943 | 296 601 CHF | 297 300 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 8,49 CHF | 8,51 CHF | 35 300 | 35 300 | 34 819 | 34 819 | 290 024 CHF | 290 720 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 8,35 CHF | 8,37 CHF | 34 500 | 34 500 | 34 621 | 34 621 | 292 869 CHF | 293 561 CHF | 99,79% | 99,79% |
13/11/2024 | 0,24% | 8,66 CHF | 8,68 CHF | 34 700 | 34 700 | 34 157 | 34 157 | 287 892 CHF | 288 575 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,53 CHF | 8,55 CHF | 33 800 | 33 800 | 34 162 | 34 162 | 290 547 CHF | 291 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 8,42 CHF | 8,44 CHF | 34 400 | 34 400 | 34 883 | 34 883 | 292 688 CHF | 293 386 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 8,36 CHF | 8,38 CHF | 35 200 | 35 200 | 36 044 | 36 044 | 297 534 CHF | 298 253 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 8,05 CHF | 8,07 CHF | 36 600 | 36 600 | 35 218 | 35 218 | 280 289 CHF | 280 994 CHF | 100,00% | 100,00% |