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% | 8,33 CHF | 8,34 CHF | 69 000 | 69 000 | 68 349 | 68 349 | 580 416 CHF | 581 101 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,29 CHF | 8,30 CHF | 68 000 | 68 000 | 67 168 | 67 168 | 557 910 CHF | 558 582 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,63 CHF | 8,64 CHF | 67 000 | 67 000 | 66 814 | 66 814 | 572 324 CHF | 572 993 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 8,58 CHF | 8,59 CHF | 65 000 | 65 000 | 64 714 | 64 714 | 565 884 CHF | 566 531 CHF | 83,26% | 83,26% |
14/11/2024 | 0,11% | 9,13 CHF | 9,14 CHF | 65 000 | 65 000 | 64 767 | 64 767 | 578 800 CHF | 579 448 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,81 CHF | 8,82 CHF | 65 000 | 65 000 | 65 217 | 65 217 | 572 724 CHF | 573 377 CHF | 99,05% | 99,05% |
12/11/2024 | 0,11% | 8,86 CHF | 8,87 CHF | 62 000 | 62 000 | 61 418 | 61 418 | 562 072 CHF | 562 687 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,55 CHF | 9,56 CHF | 63 000 | 63 000 | 62 413 | 62 413 | 597 634 CHF | 598 259 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,21 CHF | 9,22 CHF | 61 000 | 61 000 | 60 491 | 60 491 | 561 885 CHF | 562 490 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 9,62 CHF | 9,63 CHF | 62 000 | 62 000 | 61 417 | 61 417 | 594 499 CHF | 595 114 CHF | 100,00% | 100,00% |