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% | 8,44 CHF | 8,45 CHF | 29 000 | 29 000 | 28 728 | 28 728 | 243 485 CHF | 243 773 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,37 CHF | 8,38 CHF | 29 000 | 29 000 | 28 725 | 28 725 | 241 658 CHF | 241 946 CHF | 98,92% | 98,92% |
18/11/2024 | 0,12% | 8,33 CHF | 8,34 CHF | 30 000 | 30 000 | 29 650 | 29 650 | 244 159 CHF | 244 456 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,05 CHF | 8,06 CHF | 30 000 | 30 000 | 30 032 | 30 032 | 240 771 CHF | 241 072 CHF | 72,16% | 72,16% |
14/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 30 000 | 30 000 | 30 475 | 30 475 | 239 343 CHF | 239 648 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,96 CHF | 7,97 CHF | 30 000 | 30 000 | 30 503 | 30 503 | 242 258 CHF | 242 563 CHF | 99,34% | 99,34% |
12/11/2024 | 0,13% | 7,88 CHF | 7,89 CHF | 31 000 | 31 000 | 29 865 | 29 865 | 238 781 CHF | 239 080 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,13 CHF | 8,14 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 243 232 CHF | 243 529 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,73 CHF | 7,74 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 237 399 CHF | 237 706 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 240 842 CHF | 241 149 CHF | 100,00% | 100,00% |