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 | 0,12% | 8,45 CHF | 8,46 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 83 354 CHF | 83 453 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,26 CHF | 8,27 CHF | 10 000 | 10 000 | 9 904 | 9 904 | 81 869 CHF | 81 968 CHF | 98,71% | 98,71% |
18/11/2024 | 0,13% | 7,89 CHF | 7,90 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 77 053 CHF | 77 152 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,82 CHF | 7,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 79 435 CHF | 79 535 CHF | 71,60% | 71,60% |
14/11/2024 | 0,12% | 8,12 CHF | 8,13 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 82 377 CHF | 82 476 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,56 CHF | 8,57 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 85 754 CHF | 85 853 CHF | 99,81% | 99,81% |
12/11/2024 | 0,12% | 8,83 CHF | 8,84 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 86 062 CHF | 86 161 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,18 CHF | 8,19 CHF | 10 000 | 10 000 | 9 838 | 9 838 | 80 661 CHF | 80 760 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 80 170 CHF | 80 269 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 6,91 CHF | 6,92 CHF | 10 000 | 10 000 | 9 907 | 9 907 | 69 090 CHF | 69 189 CHF | 100,00% | 100,00% |