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 | 0,10% | 9,36 CHF | 9,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 972 373 CHF | 973 373 CHF | 95,89% | 95,89% |
19/11/2024 | 0,11% | 9,48 CHF | 9,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 949 703 CHF | 950 703 CHF | 97,61% | 97,61% |
18/11/2024 | 0,11% | 9,31 CHF | 9,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 898 098 CHF | 899 098 CHF | 98,88% | 98,88% |
15/11/2024 | 0,12% | 8,45 CHF | 8,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 823 759 CHF | 824 759 CHF | 96,86% | 96,86% |
14/11/2024 | 0,12% | 8,05 CHF | 8,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 856 774 CHF | 857 774 CHF | 99,26% | 99,26% |
13/11/2024 | 0,11% | 9,41 CHF | 9,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 926 005 CHF | 927 005 CHF | 96,35% | 96,35% |
12/11/2024 | 0,11% | 8,98 CHF | 8,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 952 238 CHF | 953 238 CHF | 94,09% | 94,09% |
11/11/2024 | 0,11% | 9,42 CHF | 9,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 912 998 CHF | 913 998 CHF | 96,22% | 96,22% |
08/11/2024 | 0,14% | 7,56 CHF | 7,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 724 260 CHF | 725 260 CHF | 99,37% | 99,37% |
07/11/2024 | 0,15% | 7,11 CHF | 7,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 683 168 CHF | 684 168 CHF | 98,60% | 98,60% |