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 | 0,11% | 8,92 CHF | 8,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 884 293 CHF | 885 293 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 8,94 CHF | 8,95 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 898 116 CHF | 899 136 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 9,06 CHF | 9,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 875 370 CHF | 876 370 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 8,48 CHF | 8,49 CHF | 100 000 | 100 000 | 98 303 | 98 303 | 836 852 CHF | 837 875 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 8,37 CHF | 8,38 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 799 725 CHF | 800 735 CHF | 99,30% | 99,30% |
13/11/2024 | 0,12% | 8,63 CHF | 8,64 CHF | 100 000 | 100 000 | 99 418 | 99 418 | 870 171 CHF | 871 180 CHF | 96,48% | 96,48% |
12/11/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 838 456 CHF | 839 456 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 8,37 CHF | 8,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 889 905 CHF | 890 905 CHF | 99,99% | 99,99% |
08/11/2024 | 0,11% | 9,13 CHF | 9,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 923 708 CHF | 924 708 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,47 CHF | 9,48 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 909 191 CHF | 910 196 CHF | 99,92% | 99,92% |