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 | 0,24% | 8,23 CHF | 8,25 CHF | 34 100 | 34 100 | 34 341 | 34 341 | 289 944 CHF | 290 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 8,43 CHF | 8,45 CHF | 34 500 | 34 500 | 33 838 | 33 838 | 282 983 CHF | 283 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 8,63 CHF | 8,65 CHF | 33 400 | 33 400 | 32 917 | 32 917 | 284 354 CHF | 285 012 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 8,64 CHF | 8,66 CHF | 32 600 | 32 600 | 33 021 | 33 021 | 291 213 CHF | 291 874 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 8,81 CHF | 8,83 CHF | 33 300 | 33 300 | 33 180 | 33 180 | 288 276 CHF | 288 939 CHF | 99,91% | 99,91% |
13/11/2024 | 0,23% | 8,48 CHF | 8,50 CHF | 33 100 | 33 100 | 33 523 | 33 523 | 292 453 CHF | 293 124 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,62 CHF | 8,64 CHF | 33 800 | 33 800 | 33 499 | 33 499 | 289 828 CHF | 290 498 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 8,74 CHF | 8,76 CHF | 33 300 | 33 300 | 32 938 | 32 938 | 289 022 CHF | 289 681 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 8,82 CHF | 8,84 CHF | 32 700 | 32 700 | 32 037 | 32 037 | 286 083 CHF | 286 723 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 9,17 CHF | 9,19 CHF | 31 600 | 31 600 | 32 561 | 32 561 | 302 012 CHF | 302 663 CHF | 100,00% | 100,00% |