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% | 8,50 CHF | 8,51 CHF | 47 000 | 47 000 | 19 648 | 19 648 | 169 593 CHF | 169 884 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 8,51 CHF | 8,52 CHF | 47 000 | 47 000 | 19 423 | 19 423 | 163 467 CHF | 163 754 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,73 CHF | 8,74 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 152 679 CHF | 152 921 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,11 CHF | 9,12 CHF | 44 000 | 44 000 | 20 454 | 20 454 | 178 350 CHF | 178 664 CHF | 99,36% | 99,36% |
14/11/2024 | 0,21% | 8,14 CHF | 8,15 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 170 396 CHF | 170 696 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,82 CHF | 8,83 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 107 103 CHF | 107 369 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,13 CHF | 8,14 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 167 432 CHF | 167 738 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,60 CHF | 8,61 CHF | 46 000 | 46 000 | 20 791 | 20 791 | 174 078 CHF | 174 394 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 7,82 CHF | 7,83 CHF | 50 000 | 50 000 | 22 321 | 22 321 | 168 456 CHF | 168 748 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 7,33 CHF | 7,34 CHF | 50 000 | 50 000 | 23 435 | 23 435 | 171 239 CHF | 171 544 CHF | 99,19% | 99,19% |