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% | 8,07 CHF | 8,08 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 165 757 CHF | 166 055 CHF | 99,75% | 99,75% |
19/11/2024 | 0,23% | 8,01 CHF | 8,02 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 164 597 CHF | 164 903 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 7,89 CHF | 7,90 CHF | 52 000 | 52 000 | 20 444 | 20 444 | 158 384 CHF | 158 679 CHF | 99,82% | 99,82% |
15/11/2024 | 0,22% | 7,87 CHF | 7,88 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 162 515 CHF | 162 803 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,54 CHF | 8,55 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 166 184 CHF | 166 466 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,42 CHF | 8,43 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 167 854 CHF | 168 136 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,77 CHF | 8,78 CHF | 49 000 | 49 000 | 18 151 | 18 151 | 160 642 CHF | 160 899 CHF | 95,71% | 99,64% |
11/11/2024 | 0,19% | 8,98 CHF | 8,99 CHF | 48 000 | 48 000 | 18 664 | 18 664 | 170 424 CHF | 170 693 CHF | 99,47% | 99,47% |
08/11/2024 | 0,19% | 9,19 CHF | 9,20 CHF | 47 000 | 47 000 | 18 323 | 18 323 | 171 276 CHF | 171 542 CHF | 99,85% | 99,85% |
07/11/2024 | 0,37% | 9,68 CHF | 9,69 CHF | 45 000 | 45 000 | 14 278 | 14 278 | 131 735 CHF | 131 994 CHF | 97,49% | 97,49% |