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% | 8,99 CHF | 9,00 CHF | 47 000 | 47 000 | 19 647 | 19 647 | 179 322 CHF | 179 614 CHF | 99,89% | 99,89% |
19/11/2024 | 0,20% | 9,00 CHF | 9,01 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 172 900 CHF | 173 187 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 9,23 CHF | 9,24 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 161 297 CHF | 161 539 CHF | 98,05% | 98,05% |
15/11/2024 | 0,20% | 9,62 CHF | 9,63 CHF | 44 000 | 44 000 | 20 524 | 20 524 | 189 200 CHF | 189 514 CHF | 98,50% | 98,50% |
14/11/2024 | 0,20% | 8,62 CHF | 8,63 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 180 299 CHF | 180 599 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 9,32 CHF | 9,33 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 113 225 CHF | 113 491 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 8,61 CHF | 8,62 CHF | 48 000 | 48 000 | 20 526 | 20 526 | 177 215 CHF | 177 521 CHF | 99,92% | 99,92% |
11/11/2024 | 0,20% | 9,09 CHF | 9,10 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 184 155 CHF | 184 472 CHF | 99,09% | 99,09% |
08/11/2024 | 0,20% | 8,28 CHF | 8,29 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 177 783 CHF | 178 074 CHF | 98,80% | 98,80% |
07/11/2024 | 0,20% | 7,78 CHF | 7,79 CHF | 50 000 | 50 000 | 23 540 | 23 540 | 182 581 CHF | 182 886 CHF | 98,29% | 98,29% |