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% | 8,26 CHF | 8,27 CHF | 51 000 | 51 000 | 20 446 | 20 446 | 169 652 CHF | 169 950 CHF | 99,75% | 99,75% |
19/11/2024 | 0,23% | 8,20 CHF | 8,21 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 168 589 CHF | 168 894 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 8,08 CHF | 8,09 CHF | 52 000 | 52 000 | 20 443 | 20 443 | 162 295 CHF | 162 590 CHF | 99,81% | 99,81% |
15/11/2024 | 0,21% | 8,06 CHF | 8,07 CHF | 52 000 | 52 000 | 20 059 | 20 059 | 166 357 CHF | 166 645 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,73 CHF | 8,74 CHF | 49 000 | 49 000 | 19 451 | 19 451 | 169 887 CHF | 170 168 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 8,61 CHF | 8,62 CHF | 50 000 | 50 000 | 19 513 | 19 513 | 171 575 CHF | 171 857 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,96 CHF | 8,97 CHF | 49 000 | 49 000 | 18 158 | 18 158 | 164 143 CHF | 164 400 CHF | 95,68% | 99,61% |
11/11/2024 | 0,19% | 9,17 CHF | 9,18 CHF | 48 000 | 48 000 | 18 665 | 18 665 | 173 958 CHF | 174 228 CHF | 99,47% | 99,47% |
08/11/2024 | 0,19% | 9,38 CHF | 9,39 CHF | 47 000 | 47 000 | 18 344 | 18 344 | 174 912 CHF | 175 177 CHF | 99,92% | 99,92% |
07/11/2024 | 0,36% | 9,87 CHF | 9,88 CHF | 45 000 | 45 000 | 14 297 | 14 297 | 134 614 CHF | 134 874 CHF | 97,55% | 97,55% |