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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,20% | 8,29 CHF | 8,30 CHF | 100 000 | 100 000 | 94 084 | 94 084 | 824 686 CHF | 825 774 CHF | 99,93% | 99,93% |
22/11/2024 | 0,18% | 9,35 CHF | 9,36 CHF | 100 000 | 100 000 | 84 369 | 84 369 | 785 555 CHF | 786 855 CHF | 100,00% | 100,00% |
20/11/2024 | 0,11% | 9,11 CHF | 9,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 902 921 CHF | 903 921 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 9,12 CHF | 9,13 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 916 419 CHF | 917 439 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 9,25 CHF | 9,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 894 021 CHF | 895 021 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 8,67 CHF | 8,68 CHF | 100 000 | 100 000 | 98 303 | 98 303 | 855 205 CHF | 856 227 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 8,56 CHF | 8,57 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 818 291 CHF | 819 300 CHF | 99,28% | 99,28% |
13/11/2024 | 0,12% | 8,81 CHF | 8,82 CHF | 100 000 | 100 000 | 99 418 | 99 418 | 888 614 CHF | 889 622 CHF | 96,48% | 96,48% |
12/11/2024 | 0,12% | 8,65 CHF | 8,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 856 980 CHF | 857 980 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 8,56 CHF | 8,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 908 372 CHF | 909 372 CHF | 99,99% | 99,99% |