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 | 0,13% | 8,03 CHF | 8,04 CHF | 100 000 | 100 000 | 43 923 | 43 923 | 353 486 CHF | 353 927 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 100 000 | 100 000 | 45 725 | 45 725 | 360 826 CHF | 361 284 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 8,02 CHF | 8,03 CHF | 100 000 | 100 000 | 44 140 | 44 140 | 351 075 CHF | 351 517 CHF | 99,90% | 99,90% |
15/11/2024 | 0,12% | 8,12 CHF | 8,13 CHF | 100 000 | 100 000 | 44 477 | 44 477 | 366 012 CHF | 366 458 CHF | 99,85% | 99,85% |
14/11/2024 | 0,20% | 8,41 CHF | 8,44 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 263 135 CHF | 263 708 CHF | 98,97% | 98,97% |
13/11/2024 | 0,12% | 8,38 CHF | 8,39 CHF | 98 000 | 98 000 | 43 924 | 43 924 | 369 206 CHF | 369 646 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,46 CHF | 8,47 CHF | 97 000 | 97 000 | 43 715 | 43 715 | 370 316 CHF | 370 754 CHF | 97,99% | 97,99% |
11/11/2024 | 0,12% | 8,36 CHF | 8,37 CHF | 98 000 | 98 000 | 44 141 | 44 141 | 372 164 CHF | 372 606 CHF | 99,50% | 99,50% |
08/11/2024 | 0,12% | 8,41 CHF | 8,42 CHF | 98 000 | 98 000 | 43 875 | 43 875 | 370 648 CHF | 371 089 CHF | 99,18% | 99,18% |
07/11/2024 | 0,12% | 8,45 CHF | 8,46 CHF | 97 000 | 97 000 | 44 201 | 44 201 | 365 974 CHF | 366 417 CHF | 99,74% | 99,74% |