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 | 0,11% | 9,43 CHF | 9,44 CHF | 120 000 | 120 000 | 46 049 | 46 049 | 437 181 CHF | 437 643 CHF | 99,86% | 99,86% |
19/11/2024 | 0,11% | 9,28 CHF | 9,29 CHF | 120 000 | 120 000 | 47 622 | 47 622 | 435 488 CHF | 435 965 CHF | 97,53% | 97,53% |
18/11/2024 | 0,11% | 9,01 CHF | 9,02 CHF | 120 000 | 120 000 | 46 597 | 46 597 | 415 257 CHF | 415 724 CHF | 98,92% | 98,92% |
15/11/2024 | 0,11% | 9,25 CHF | 9,26 CHF | 120 000 | 120 000 | 47 369 | 47 369 | 445 296 CHF | 445 771 CHF | 99,73% | 99,73% |
14/11/2024 | 0,11% | 9,76 CHF | 9,77 CHF | 110 000 | 110 000 | 43 907 | 43 907 | 425 020 CHF | 425 459 CHF | 99,99% | 99,99% |
13/11/2024 | 0,11% | 9,60 CHF | 9,61 CHF | 120 000 | 120 000 | 44 532 | 44 532 | 429 934 CHF | 430 380 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 9,64 CHF | 9,65 CHF | 110 000 | 110 000 | 45 152 | 45 152 | 430 808 CHF | 431 260 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,47 CHF | 9,48 CHF | 120 000 | 120 000 | 46 197 | 46 197 | 439 109 CHF | 439 572 CHF | 99,94% | 99,94% |
08/11/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 120 000 | 120 000 | 46 346 | 46 346 | 443 463 CHF | 443 927 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,51 CHF | 9,52 CHF | 120 000 | 120 000 | 47 549 | 47 549 | 449 913 CHF | 450 390 CHF | 99,76% | 99,76% |