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% | 9,12 CHF | 9,14 CHF | 37 600 | 37 600 | 37 960 | 37 960 | 344 350 CHF | 345 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 8,81 CHF | 8,83 CHF | 38 200 | 38 200 | 37 236 | 37 236 | 330 307 CHF | 331 052 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 9,11 CHF | 9,13 CHF | 36 600 | 36 600 | 36 600 | 36 600 | 337 120 CHF | 337 852 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 9,30 CHF | 9,32 CHF | 36 700 | 36 700 | 36 516 | 36 516 | 339 704 CHF | 340 434 CHF | 98,67% | 98,67% |
14/11/2024 | 0,21% | 9,25 CHF | 9,27 CHF | 36 400 | 36 400 | 37 612 | 37 612 | 352 604 CHF | 353 356 CHF | 99,79% | 99,79% |
13/11/2024 | 0,23% | 8,96 CHF | 8,98 CHF | 38 500 | 38 500 | 38 680 | 38 680 | 343 260 CHF | 344 033 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,80 CHF | 8,82 CHF | 38 800 | 38 800 | 39 040 | 39 040 | 342 747 CHF | 343 528 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 8,65 CHF | 8,67 CHF | 39 200 | 39 200 | 40 703 | 40 703 | 349 765 CHF | 350 579 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 8,19 CHF | 8,21 CHF | 41 700 | 41 700 | 41 097 | 41 097 | 330 921 CHF | 331 743 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 8,05 CHF | 8,07 CHF | 40 700 | 40 700 | 40 458 | 40 458 | 333 789 CHF | 334 598 CHF | 100,00% | 100,00% |