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 | 0,19% | 9,08 CHF | 9,09 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 180 917 CHF | 181 209 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 9,08 CHF | 9,09 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 174 481 CHF | 174 768 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 9,31 CHF | 9,32 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 162 729 CHF | 162 972 CHF | 98,05% | 98,05% |
15/11/2024 | 0,20% | 9,71 CHF | 9,72 CHF | 44 000 | 44 000 | 20 389 | 20 389 | 189 632 CHF | 189 945 CHF | 99,72% | 99,72% |
14/11/2024 | 0,20% | 8,70 CHF | 8,71 CHF | 48 000 | 48 000 | 20 138 | 20 138 | 181 936 CHF | 182 236 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 9,40 CHF | 9,41 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 114 233 CHF | 114 499 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 8,69 CHF | 8,70 CHF | 48 000 | 48 000 | 20 530 | 20 530 | 178 914 CHF | 179 220 CHF | 99,92% | 99,92% |
11/11/2024 | 0,20% | 9,17 CHF | 9,18 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 185 842 CHF | 186 158 CHF | 99,09% | 99,09% |
08/11/2024 | 0,20% | 8,36 CHF | 8,37 CHF | 50 000 | 50 000 | 22 322 | 22 322 | 180 464 CHF | 180 755 CHF | 99,18% | 99,18% |
07/11/2024 | 0,20% | 7,86 CHF | 7,87 CHF | 50 000 | 50 000 | 23 433 | 23 433 | 183 640 CHF | 183 945 CHF | 99,19% | 99,19% |