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 | 0,20% | 7,78 CHF | 7,79 CHF | 82 000 | 82 000 | 40 055 | 40 055 | 316 739 CHF | 317 293 CHF | 99,89% | 99,89% |
19/11/2024 | 0,20% | 7,82 CHF | 7,83 CHF | 82 000 | 82 000 | 40 113 | 40 113 | 314 828 CHF | 315 382 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 8,01 CHF | 8,02 CHF | 81 000 | 81 000 | 39 445 | 39 445 | 309 336 CHF | 309 888 CHF | 99,68% | 99,68% |
15/11/2024 | 0,20% | 7,65 CHF | 7,66 CHF | 83 000 | 83 000 | 40 290 | 40 290 | 313 252 CHF | 313 808 CHF | 99,99% | 99,99% |
14/11/2024 | 0,19% | 7,99 CHF | 8,00 CHF | 81 000 | 81 000 | 38 550 | 38 550 | 311 624 CHF | 312 153 CHF | 99,95% | 99,95% |
13/11/2024 | 0,19% | 8,17 CHF | 8,18 CHF | 80 000 | 80 000 | 38 782 | 38 782 | 320 587 CHF | 321 123 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 8,36 CHF | 8,37 CHF | 79 000 | 79 000 | 37 765 | 37 765 | 320 929 CHF | 321 449 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 8,60 CHF | 8,61 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 320 102 CHF | 320 612 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 8,75 CHF | 8,76 CHF | 77 000 | 77 000 | 36 570 | 36 570 | 320 116 CHF | 320 618 CHF | 99,72% | 99,72% |
07/11/2024 | 0,18% | 8,63 CHF | 8,64 CHF | 77 000 | 77 000 | 38 174 | 38 174 | 326 534 CHF | 327 063 CHF | 99,95% | 99,95% |