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 | 0,21% | 8,54 CHF | 8,55 CHF | 47 000 | 47 000 | 19 648 | 19 648 | 170 330 CHF | 170 622 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 8,55 CHF | 8,56 CHF | 47 000 | 47 000 | 19 421 | 19 421 | 164 137 CHF | 164 424 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,77 CHF | 8,78 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 153 292 CHF | 153 534 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,15 CHF | 9,16 CHF | 44 000 | 44 000 | 20 389 | 20 389 | 178 513 CHF | 178 826 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 8,17 CHF | 8,18 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 171 154 CHF | 171 454 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,86 CHF | 8,87 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 107 541 CHF | 107 807 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,17 CHF | 8,18 CHF | 48 000 | 48 000 | 20 526 | 20 526 | 168 127 CHF | 168 433 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,63 CHF | 8,64 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 174 823 CHF | 175 140 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 7,85 CHF | 7,86 CHF | 50 000 | 50 000 | 22 324 | 22 324 | 169 272 CHF | 169 564 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 7,36 CHF | 7,37 CHF | 50 000 | 50 000 | 23 435 | 23 435 | 172 052 CHF | 172 357 CHF | 99,19% | 99,19% |