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 | 0,12% | 8,10 CHF | 8,11 CHF | 69 000 | 69 000 | 69 241 | 69 241 | 567 802 CHF | 568 494 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 69 400 | 69 400 | 68 798 | 68 798 | 561 478 CHF | 562 166 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,29 CHF | 8,30 CHF | 68 400 | 68 400 | 67 978 | 67 978 | 563 748 CHF | 564 428 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,30 CHF | 8,31 CHF | 67 700 | 67 700 | 68 061 | 68 061 | 570 204 CHF | 570 884 CHF | 100,00% | 100,00% |
14/11/2024 | 0,12% | 8,37 CHF | 8,38 CHF | 68 300 | 68 300 | 68 180 | 68 180 | 566 947 CHF | 567 629 CHF | 99,91% | 99,91% |
13/11/2024 | 0,12% | 8,22 CHF | 8,23 CHF | 68 100 | 68 100 | 68 462 | 68 462 | 570 445 CHF | 571 130 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 68 700 | 68 700 | 68 459 | 68 459 | 568 018 CHF | 568 702 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,34 CHF | 8,35 CHF | 68 300 | 68 300 | 67 938 | 67 938 | 567 645 CHF | 568 324 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,38 CHF | 8,39 CHF | 67 700 | 67 700 | 67 097 | 67 097 | 565 524 CHF | 566 195 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 66 700 | 66 700 | 67 661 | 67 661 | 581 100 CHF | 581 777 CHF | 100,00% | 100,00% |