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 | 0,33% | 9,31 CHF | 9,34 CHF | 16 930 | 16 930 | 16 867 | 16 867 | 155 687 CHF | 156 194 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 9,33 CHF | 9,36 CHF | 17 007 | 17 007 | 16 723 | 16 723 | 158 729 CHF | 159 231 CHF | 98,70% | 98,70% |
18/11/2024 | 0,33% | 9,44 CHF | 9,47 CHF | 16 934 | 16 934 | 16 944 | 16 944 | 154 900 CHF | 155 408 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 8,87 CHF | 8,90 CHF | 17 274 | 17 274 | 17 309 | 17 309 | 153 571 CHF | 154 091 CHF | 70,93% | 70,93% |
14/11/2024 | 0,36% | 8,76 CHF | 8,79 CHF | 17 391 | 17 391 | 17 390 | 17 390 | 146 674 CHF | 147 196 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 9,01 CHF | 9,04 CHF | 17 209 | 17 209 | 17 029 | 17 029 | 155 687 CHF | 156 198 CHF | 99,89% | 99,89% |
12/11/2024 | 0,34% | 8,86 CHF | 8,89 CHF | 17 360 | 17 360 | 17 267 | 17 267 | 151 442 CHF | 151 961 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 8,77 CHF | 8,80 CHF | 17 471 | 17 471 | 16 998 | 16 998 | 157 859 CHF | 158 370 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 9,51 CHF | 9,54 CHF | 17 108 | 17 108 | 16 927 | 16 927 | 162 782 CHF | 163 290 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 9,85 CHF | 9,88 CHF | 16 994 | 16 994 | 17 033 | 17 033 | 161 778 CHF | 162 289 CHF | 100,00% | 100,00% |