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 | 0,42% | 9,98 CHF | 10,02 CHF | 8 100 | 8 100 | 7 879 | 7 879 | 75 491 CHF | 75 807 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 9,39 CHF | 9,42 CHF | 8 800 | 8 800 | 8 753 | 8 753 | 83 328 CHF | 83 591 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 8,33 CHF | 8,36 CHF | 8 700 | 8 700 | 8 638 | 8 638 | 72 871 CHF | 73 130 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 8,09 CHF | 8,13 CHF | 7 900 | 7 900 | 7 904 | 7 904 | 63 822 CHF | 64 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 8,69 CHF | 8,73 CHF | 6 800 | 6 800 | 6 819 | 6 819 | 64 384 CHF | 64 656 CHF | 99,35% | 99,35% |
13/11/2024 | 0,33% | 10,78 CHF | 10,81 CHF | 8 600 | 8 600 | 8 451 | 8 451 | 83 555 CHF | 83 825 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 8,95 CHF | 8,98 CHF | 8 900 | 8 900 | 8 790 | 8 790 | 72 804 CHF | 73 067 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 7,87 CHF | 7,90 CHF | 8 400 | 8 400 | 8 380 | 8 380 | 68 698 CHF | 68 950 CHF | 99,93% | 99,93% |
08/11/2024 | 0,35% | 8,83 CHF | 8,86 CHF | 10 000 | 10 000 | 9 882 | 9 882 | 83 766 CHF | 84 062 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 6,77 CHF | 6,81 CHF | 8 100 | 8 100 | 8 078 | 8 078 | 53 356 CHF | 53 679 CHF | 100,00% | 100,00% |