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% | 8,00 CHF | 8,01 CHF | 82 000 | 82 000 | 40 050 | 40 050 | 325 630 CHF | 326 184 CHF | 99,88% | 99,88% |
19/11/2024 | 0,19% | 8,04 CHF | 8,05 CHF | 82 000 | 82 000 | 40 114 | 40 114 | 323 750 CHF | 324 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 8,24 CHF | 8,25 CHF | 81 000 | 81 000 | 39 436 | 39 436 | 318 078 CHF | 318 629 CHF | 99,65% | 99,65% |
15/11/2024 | 0,19% | 7,87 CHF | 7,88 CHF | 83 000 | 83 000 | 40 287 | 40 287 | 322 233 CHF | 322 789 CHF | 99,98% | 99,98% |
14/11/2024 | 0,19% | 8,21 CHF | 8,22 CHF | 81 000 | 81 000 | 38 563 | 38 563 | 320 351 CHF | 320 880 CHF | 99,98% | 99,98% |
13/11/2024 | 0,18% | 8,39 CHF | 8,40 CHF | 80 000 | 80 000 | 38 781 | 38 781 | 329 174 CHF | 329 709 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 8,58 CHF | 8,59 CHF | 79 000 | 79 000 | 37 759 | 37 759 | 329 235 CHF | 329 755 CHF | 99,99% | 99,99% |
11/11/2024 | 0,18% | 8,82 CHF | 8,83 CHF | 77 000 | 77 000 | 37 182 | 37 182 | 328 316 CHF | 328 826 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 8,97 CHF | 8,98 CHF | 77 000 | 77 000 | 36 589 | 36 589 | 328 297 CHF | 328 800 CHF | 99,76% | 99,76% |
07/11/2024 | 0,18% | 8,85 CHF | 8,86 CHF | 77 000 | 77 000 | 38 173 | 38 173 | 334 904 CHF | 335 434 CHF | 99,95% | 99,95% |