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% | 8,48 CHF | 8,49 CHF | 47 000 | 47 000 | 19 647 | 19 647 | 169 247 CHF | 169 539 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 8,49 CHF | 8,50 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 163 093 CHF | 163 380 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,72 CHF | 8,73 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 152 377 CHF | 152 619 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,10 CHF | 9,11 CHF | 44 000 | 44 000 | 20 454 | 20 454 | 177 990 CHF | 178 304 CHF | 99,36% | 99,36% |
14/11/2024 | 0,21% | 8,12 CHF | 8,13 CHF | 48 000 | 48 000 | 20 138 | 20 138 | 170 025 CHF | 170 324 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,80 CHF | 8,81 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 106 863 CHF | 107 129 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,12 CHF | 8,13 CHF | 48 000 | 48 000 | 20 530 | 20 530 | 167 086 CHF | 167 393 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,58 CHF | 8,59 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 173 718 CHF | 174 035 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 7,80 CHF | 7,81 CHF | 50 000 | 50 000 | 22 322 | 22 322 | 168 100 CHF | 168 391 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 7,31 CHF | 7,32 CHF | 50 000 | 50 000 | 23 433 | 23 433 | 170 856 CHF | 171 160 CHF | 99,19% | 99,19% |