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 | 0,19% | 7,88 CHF | 7,89 CHF | 82 000 | 82 000 | 40 055 | 40 055 | 320 877 CHF | 321 430 CHF | 99,89% | 99,89% |
19/11/2024 | 0,19% | 7,92 CHF | 7,93 CHF | 82 000 | 82 000 | 40 104 | 40 104 | 318 916 CHF | 319 470 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 8,12 CHF | 8,13 CHF | 81 000 | 81 000 | 39 506 | 39 506 | 313 944 CHF | 314 496 CHF | 99,85% | 99,85% |
15/11/2024 | 0,20% | 7,75 CHF | 7,76 CHF | 83 000 | 83 000 | 40 290 | 40 290 | 317 439 CHF | 317 995 CHF | 99,99% | 99,99% |
14/11/2024 | 0,19% | 8,09 CHF | 8,10 CHF | 81 000 | 81 000 | 38 569 | 38 569 | 315 818 CHF | 316 347 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 8,27 CHF | 8,28 CHF | 80 000 | 80 000 | 38 782 | 38 782 | 324 609 CHF | 325 144 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 8,46 CHF | 8,47 CHF | 79 000 | 79 000 | 37 750 | 37 750 | 324 732 CHF | 325 252 CHF | 99,96% | 99,96% |
11/11/2024 | 0,18% | 8,70 CHF | 8,71 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 323 988 CHF | 324 498 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 8,85 CHF | 8,86 CHF | 77 000 | 77 000 | 36 622 | 36 622 | 324 371 CHF | 324 873 CHF | 99,85% | 99,85% |
07/11/2024 | 0,18% | 8,74 CHF | 8,75 CHF | 77 000 | 77 000 | 38 192 | 38 192 | 330 648 CHF | 331 178 CHF | 100,00% | 100,00% |