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 | 0,23% | 7,98 CHF | 7,99 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 163 822 CHF | 164 121 CHF | 99,75% | 99,75% |
19/11/2024 | 0,23% | 7,91 CHF | 7,92 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 162 615 CHF | 162 920 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,79 CHF | 7,80 CHF | 52 000 | 52 000 | 20 445 | 20 445 | 156 470 CHF | 156 765 CHF | 99,82% | 99,82% |
15/11/2024 | 0,22% | 7,77 CHF | 7,78 CHF | 52 000 | 52 000 | 20 059 | 20 059 | 160 606 CHF | 160 895 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,44 CHF | 8,45 CHF | 49 000 | 49 000 | 19 455 | 19 455 | 164 343 CHF | 164 625 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,32 CHF | 8,33 CHF | 50 000 | 50 000 | 19 510 | 19 510 | 165 991 CHF | 166 273 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,67 CHF | 8,68 CHF | 49 000 | 49 000 | 18 150 | 18 150 | 158 901 CHF | 159 159 CHF | 95,66% | 99,59% |
11/11/2024 | 0,20% | 8,89 CHF | 8,90 CHF | 48 000 | 48 000 | 18 663 | 18 663 | 168 664 CHF | 168 933 CHF | 99,47% | 99,47% |
08/11/2024 | 0,19% | 9,09 CHF | 9,10 CHF | 47 000 | 47 000 | 18 339 | 18 339 | 169 714 CHF | 169 979 CHF | 99,90% | 99,90% |
07/11/2024 | 0,37% | 9,59 CHF | 9,60 CHF | 45 000 | 45 000 | 14 296 | 14 296 | 130 575 CHF | 130 835 CHF | 97,54% | 97,54% |