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 | 0,20% | 8,59 CHF | 8,60 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 171 457 CHF | 171 748 CHF | 99,89% | 99,89% |
19/11/2024 | 0,21% | 8,60 CHF | 8,61 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 165 159 CHF | 165 446 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,83 CHF | 8,84 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 154 448 CHF | 154 690 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,22 CHF | 9,23 CHF | 44 000 | 44 000 | 20 569 | 20 569 | 181 410 CHF | 181 725 CHF | 97,99% | 97,99% |
14/11/2024 | 0,21% | 8,22 CHF | 8,23 CHF | 48 000 | 48 000 | 20 148 | 20 148 | 172 282 CHF | 172 582 CHF | 99,90% | 99,90% |
13/11/2024 | 0,32% | 8,92 CHF | 8,93 CHF | 45 000 | 45 000 | 12 446 | 12 446 | 108 251 CHF | 108 517 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,21 CHF | 8,22 CHF | 48 000 | 48 000 | 20 530 | 20 530 | 169 103 CHF | 169 409 CHF | 99,92% | 99,92% |
11/11/2024 | 0,21% | 8,69 CHF | 8,70 CHF | 46 000 | 46 000 | 20 788 | 20 788 | 175 883 CHF | 176 199 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 7,89 CHF | 7,90 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 169 054 CHF | 169 345 CHF | 98,80% | 98,80% |
07/11/2024 | 0,21% | 7,38 CHF | 7,39 CHF | 50 000 | 50 000 | 23 523 | 23 523 | 173 186 CHF | 173 491 CHF | 98,15% | 98,15% |