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% | 8,47 CHF | 8,48 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 168 895 CHF | 169 187 CHF | 99,89% | 99,89% |
19/11/2024 | 0,22% | 8,48 CHF | 8,49 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 162 792 CHF | 163 079 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,70 CHF | 8,71 CHF | 46 000 | 46 000 | 17 163 | 17 163 | 152 070 CHF | 152 313 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,08 CHF | 9,09 CHF | 44 000 | 44 000 | 20 388 | 20 388 | 177 053 CHF | 177 366 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 8,10 CHF | 8,11 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 169 914 CHF | 170 214 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,82 CHF | 8,83 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 107 001 CHF | 107 268 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,11 CHF | 8,12 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 166 997 CHF | 167 303 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,59 CHF | 8,60 CHF | 46 000 | 46 000 | 20 788 | 20 788 | 173 794 CHF | 174 111 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,79 CHF | 7,80 CHF | 50 000 | 50 000 | 22 322 | 22 322 | 167 650 CHF | 167 941 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 7,28 CHF | 7,29 CHF | 50 000 | 50 000 | 23 435 | 23 435 | 170 178 CHF | 170 483 CHF | 99,20% | 99,20% |