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 | 0,80% | 8,69 CHF | 8,76 CHF | 12 700 | 12 700 | 12 700 | 12 700 | 110 283 CHF | 111 172 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 8,08 CHF | 8,15 CHF | 13 300 | 13 300 | 13 052 | 13 052 | 105 459 CHF | 106 372 CHF | 99,85% | 99,85% |
18/11/2024 | 0,84% | 8,14 CHF | 8,21 CHF | 12 600 | 12 600 | 12 643 | 12 643 | 104 974 CHF | 105 859 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 8,24 CHF | 8,31 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 103 566 CHF | 104 441 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 8,33 CHF | 8,40 CHF | 12 500 | 12 500 | 12 766 | 12 766 | 103 500 CHF | 104 394 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 8,28 CHF | 8,35 CHF | 12 600 | 12 600 | 12 600 | 12 600 | 104 700 CHF | 105 582 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 8,27 CHF | 8,34 CHF | 12 200 | 12 200 | 12 200 | 12 200 | 102 696 CHF | 103 550 CHF | 99,88% | 99,88% |
11/11/2024 | 0,79% | 8,78 CHF | 8,85 CHF | 12 100 | 12 100 | 12 100 | 12 100 | 106 518 CHF | 107 365 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 8,61 CHF | 8,69 CHF | 11 200 | 11 200 | 11 200 | 11 200 | 97 778 CHF | 98 674 CHF | 98,90% | 98,90% |
07/11/2024 | 0,73% | 9,72 CHF | 9,79 CHF | 12 300 | 12 300 | 12 300 | 12 300 | 117 421 CHF | 118 282 CHF | 100,00% | 100,00% |