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 | 0,22% | 9,08 CHF | 9,10 CHF | 16 927 | 16 927 | 16 866 | 16 866 | 151 758 CHF | 152 096 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 9,10 CHF | 9,12 CHF | 17 005 | 17 005 | 16 723 | 16 723 | 154 847 CHF | 155 182 CHF | 98,70% | 98,70% |
18/11/2024 | 0,23% | 9,21 CHF | 9,23 CHF | 16 931 | 16 931 | 16 945 | 16 945 | 150 954 CHF | 151 294 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 8,64 CHF | 8,66 CHF | 17 277 | 17 277 | 17 309 | 17 309 | 149 537 CHF | 149 883 CHF | 70,78% | 70,78% |
14/11/2024 | 0,25% | 8,53 CHF | 8,55 CHF | 17 388 | 17 388 | 17 390 | 17 390 | 142 613 CHF | 142 961 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 8,78 CHF | 8,80 CHF | 17 207 | 17 207 | 17 029 | 17 029 | 151 731 CHF | 152 072 CHF | 99,90% | 99,90% |
12/11/2024 | 0,24% | 8,63 CHF | 8,65 CHF | 17 360 | 17 360 | 17 267 | 17 267 | 147 433 CHF | 147 779 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 8,53 CHF | 8,55 CHF | 17 476 | 17 476 | 16 997 | 16 997 | 153 929 CHF | 154 269 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 9,28 CHF | 9,30 CHF | 17 108 | 17 108 | 16 927 | 16 927 | 158 901 CHF | 159 240 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 9,62 CHF | 9,64 CHF | 16 994 | 16 994 | 17 033 | 17 033 | 157 863 CHF | 158 204 CHF | 100,00% | 100,00% |