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% | 8,49 CHF | 8,50 CHF | 47 000 | 47 000 | 19 648 | 19 648 | 169 490 CHF | 169 782 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 8,50 CHF | 8,51 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 163 234 CHF | 163 521 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,73 CHF | 8,74 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 152 720 CHF | 152 962 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,12 CHF | 9,13 CHF | 44 000 | 44 000 | 20 525 | 20 525 | 178 924 CHF | 179 238 CHF | 98,50% | 98,50% |
14/11/2024 | 0,21% | 8,12 CHF | 8,13 CHF | 48 000 | 48 000 | 20 137 | 20 137 | 170 185 CHF | 170 485 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,82 CHF | 8,83 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 107 028 CHF | 107 295 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,11 CHF | 8,12 CHF | 48 000 | 48 000 | 20 526 | 20 526 | 167 014 CHF | 167 320 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,59 CHF | 8,60 CHF | 46 000 | 46 000 | 20 788 | 20 788 | 173 836 CHF | 174 153 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,79 CHF | 7,80 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 166 884 CHF | 167 175 CHF | 98,80% | 98,80% |
07/11/2024 | 0,21% | 7,29 CHF | 7,30 CHF | 50 000 | 50 000 | 23 523 | 23 523 | 170 845 CHF | 171 151 CHF | 98,14% | 98,14% |