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% | 8,69 CHF | 8,70 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 173 437 CHF | 173 729 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 8,70 CHF | 8,71 CHF | 47 000 | 47 000 | 19 423 | 19 423 | 167 114 CHF | 167 401 CHF | 99,96% | 99,96% |
18/11/2024 | 0,19% | 8,93 CHF | 8,94 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 156 158 CHF | 156 400 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,32 CHF | 9,33 CHF | 44 000 | 44 000 | 20 525 | 20 525 | 183 043 CHF | 183 358 CHF | 98,50% | 98,50% |
14/11/2024 | 0,21% | 8,32 CHF | 8,33 CHF | 48 000 | 48 000 | 20 138 | 20 138 | 174 242 CHF | 174 542 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 9,02 CHF | 9,03 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 109 508 CHF | 109 774 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 8,31 CHF | 8,32 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 171 127 CHF | 171 433 CHF | 99,92% | 99,92% |
11/11/2024 | 0,21% | 8,79 CHF | 8,80 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 177 977 CHF | 178 294 CHF | 99,09% | 99,09% |
08/11/2024 | 0,21% | 7,99 CHF | 8,00 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 171 262 CHF | 171 553 CHF | 98,80% | 98,80% |
07/11/2024 | 0,21% | 7,48 CHF | 7,49 CHF | 50 000 | 50 000 | 23 521 | 23 521 | 175 471 CHF | 175 776 CHF | 98,14% | 98,14% |