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% | 8,89 CHF | 8,90 CHF | 47 000 | 47 000 | 19 648 | 19 648 | 177 347 CHF | 177 639 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 8,90 CHF | 8,91 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 170 984 CHF | 171 271 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 9,13 CHF | 9,14 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 159 593 CHF | 159 835 CHF | 98,05% | 98,05% |
15/11/2024 | 0,20% | 9,52 CHF | 9,53 CHF | 44 000 | 44 000 | 20 569 | 20 569 | 187 586 CHF | 187 901 CHF | 97,99% | 97,99% |
14/11/2024 | 0,20% | 8,52 CHF | 8,53 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 178 262 CHF | 178 561 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 9,22 CHF | 9,23 CHF | 45 000 | 45 000 | 12 446 | 12 446 | 111 988 CHF | 112 254 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 8,51 CHF | 8,52 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 175 218 CHF | 175 524 CHF | 99,92% | 99,92% |
11/11/2024 | 0,21% | 8,99 CHF | 9,00 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 182 069 CHF | 182 386 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 8,18 CHF | 8,19 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 175 608 CHF | 175 899 CHF | 98,80% | 98,80% |
07/11/2024 | 0,20% | 7,68 CHF | 7,69 CHF | 50 000 | 50 000 | 23 540 | 23 540 | 180 233 CHF | 180 538 CHF | 98,29% | 98,29% |