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 | 0,58% | 8,05 CHF | 8,10 CHF | 25 800 | 25 800 | 25 800 | 25 800 | 221 102 CHF | 222 392 CHF | 99,88% | 99,88% |
19/11/2024 | 0,76% | 8,11 CHF | 8,17 CHF | 22 600 | 22 600 | 22 600 | 22 600 | 179 270 CHF | 180 626 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 10,07 CHF | 10,13 CHF | 22 700 | 22 700 | 22 700 | 22 700 | 225 577 CHF | 226 939 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 9,58 CHF | 9,63 CHF | 23 700 | 23 700 | 23 700 | 23 700 | 230 626 CHF | 231 811 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 9,36 CHF | 9,41 CHF | 26 600 | 26 600 | 26 600 | 26 600 | 234 249 CHF | 235 579 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 7,94 CHF | 7,99 CHF | 26 200 | 26 200 | 26 200 | 26 200 | 218 688 CHF | 219 998 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 8,21 CHF | 8,27 CHF | 22 200 | 22 200 | 22 200 | 22 200 | 202 540 CHF | 203 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 9,92 CHF | 9,97 CHF | 24 600 | 24 600 | 24 600 | 24 600 | 238 536 CHF | 239 766 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 8,77 CHF | 8,83 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 205 642 CHF | 207 022 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 9,78 CHF | 9,84 CHF | 22 900 | 22 900 | 22 900 | 22 900 | 231 380 CHF | 232 754 CHF | 99,68% | 99,68% |