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 | 0,20% | 8,98 CHF | 8,99 CHF | 47 000 | 47 000 | 19 647 | 19 647 | 179 016 CHF | 179 308 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 8,99 CHF | 9,00 CHF | 47 000 | 47 000 | 19 423 | 19 423 | 172 634 CHF | 172 921 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 9,22 CHF | 9,23 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 161 055 CHF | 161 297 CHF | 98,05% | 98,05% |
15/11/2024 | 0,20% | 9,61 CHF | 9,62 CHF | 44 000 | 44 000 | 20 388 | 20 388 | 187 634 CHF | 187 948 CHF | 99,72% | 99,72% |
14/11/2024 | 0,20% | 8,60 CHF | 8,61 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 179 980 CHF | 180 279 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 9,30 CHF | 9,31 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 113 029 CHF | 113 295 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 8,60 CHF | 8,61 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 176 953 CHF | 177 259 CHF | 99,92% | 99,92% |
11/11/2024 | 0,21% | 9,07 CHF | 9,08 CHF | 46 000 | 46 000 | 20 790 | 20 790 | 183 838 CHF | 184 155 CHF | 99,09% | 99,09% |
08/11/2024 | 0,20% | 8,27 CHF | 8,28 CHF | 50 000 | 50 000 | 22 322 | 22 322 | 178 324 CHF | 178 616 CHF | 99,18% | 99,18% |
07/11/2024 | 0,20% | 7,76 CHF | 7,77 CHF | 50 000 | 50 000 | 23 435 | 23 435 | 181 400 CHF | 181 704 CHF | 99,19% | 99,19% |