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 | 0,22% | 8,17 CHF | 8,18 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 167 707 CHF | 168 006 CHF | 99,75% | 99,75% |
19/11/2024 | 0,23% | 8,10 CHF | 8,11 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 166 591 CHF | 166 897 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 7,98 CHF | 7,99 CHF | 52 000 | 52 000 | 20 444 | 20 444 | 160 350 CHF | 160 645 CHF | 99,81% | 99,81% |
15/11/2024 | 0,21% | 7,96 CHF | 7,97 CHF | 52 000 | 52 000 | 20 049 | 20 049 | 164 359 CHF | 164 648 CHF | 98,78% | 98,78% |
14/11/2024 | 0,21% | 8,63 CHF | 8,64 CHF | 49 000 | 49 000 | 19 455 | 19 455 | 168 053 CHF | 168 335 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,51 CHF | 8,52 CHF | 50 000 | 50 000 | 19 509 | 19 509 | 169 693 CHF | 169 976 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,86 CHF | 8,87 CHF | 49 000 | 49 000 | 18 151 | 18 151 | 162 350 CHF | 162 607 CHF | 95,66% | 99,59% |
11/11/2024 | 0,19% | 9,08 CHF | 9,09 CHF | 48 000 | 48 000 | 18 659 | 18 659 | 172 138 CHF | 172 407 CHF | 99,45% | 99,45% |
08/11/2024 | 0,19% | 9,28 CHF | 9,29 CHF | 47 000 | 47 000 | 18 341 | 18 341 | 173 157 CHF | 173 422 CHF | 99,91% | 99,91% |
07/11/2024 | 0,37% | 9,77 CHF | 9,78 CHF | 45 000 | 45 000 | 14 289 | 14 289 | 133 180 CHF | 133 440 CHF | 97,52% | 97,52% |