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 | 0,12% | 8,41 CHF | 8,42 CHF | 79 900 | 79 900 | 80 260 | 80 260 | 673 284 CHF | 674 087 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,26 CHF | 8,27 CHF | 80 500 | 80 500 | 79 656 | 79 656 | 660 774 CHF | 661 571 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 79 100 | 79 100 | 79 100 | 79 100 | 668 418 CHF | 669 209 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 79 100 | 79 100 | 78 978 | 78 978 | 670 670 CHF | 671 459 CHF | 98,67% | 98,67% |
14/11/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 78 900 | 78 900 | 80 050 | 80 050 | 682 373 CHF | 683 173 CHF | 99,91% | 99,91% |
13/11/2024 | 0,12% | 8,33 CHF | 8,34 CHF | 80 800 | 80 800 | 80 980 | 80 980 | 671 338 CHF | 672 148 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,25 CHF | 8,26 CHF | 81 100 | 81 100 | 81 340 | 81 340 | 670 690 CHF | 671 504 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,18 CHF | 8,19 CHF | 81 500 | 81 500 | 82 823 | 82 823 | 675 629 CHF | 676 457 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,96 CHF | 7,97 CHF | 83 700 | 83 700 | 83 218 | 83 218 | 656 698 CHF | 657 530 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,89 CHF | 7,90 CHF | 82 900 | 82 900 | 82 658 | 82 658 | 660 189 CHF | 661 016 CHF | 100,00% | 100,00% |