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% | 10,15 CHF | 10,20 CHF | 8 100 | 8 100 | 7 937 | 7 937 | 78 906 CHF | 79 085 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 10,05 CHF | 10,10 CHF | 8 000 | 8 000 | 7 953 | 7 953 | 79 734 CHF | 80 039 CHF | 98,95% | 98,95% |
18/11/2024 | 0,10% | 9,77 CHF | 9,78 CHF | 8 000 | 8 000 | 7 916 | 7 916 | 77 621 CHF | 77 700 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 9,64 CHF | 9,65 CHF | 7 900 | 7 900 | 7 900 | 7 900 | 75 065 CHF | 75 144 CHF | 72,15% | 72,15% |
14/11/2024 | 0,11% | 9,32 CHF | 9,33 CHF | 7 800 | 7 800 | 7 801 | 7 801 | 73 814 CHF | 73 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 9,50 CHF | 9,51 CHF | 7 900 | 7 900 | 7 788 | 7 788 | 73 595 CHF | 73 673 CHF | 99,41% | 99,41% |
12/11/2024 | 0,11% | 9,29 CHF | 9,30 CHF | 7 800 | 7 800 | 7 638 | 7 638 | 68 330 CHF | 68 407 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,65 CHF | 8,66 CHF | 7 600 | 7 600 | 7 529 | 7 529 | 65 113 CHF | 65 189 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,13 CHF | 9,14 CHF | 7 800 | 7 800 | 7 631 | 7 631 | 68 744 CHF | 68 821 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,53 CHF | 8,54 CHF | 7 600 | 7 600 | 7 581 | 7 581 | 65 857 CHF | 65 933 CHF | 100,00% | 100,00% |