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% | 8,29 CHF | 8,30 CHF | 51 000 | 51 000 | 20 446 | 20 446 | 170 169 CHF | 170 468 CHF | 99,75% | 99,75% |
19/11/2024 | 0,22% | 8,22 CHF | 8,23 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 169 080 CHF | 169 386 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 8,10 CHF | 8,11 CHF | 52 000 | 52 000 | 20 466 | 20 466 | 162 957 CHF | 163 252 CHF | 99,88% | 99,88% |
15/11/2024 | 0,21% | 8,08 CHF | 8,09 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 166 875 CHF | 167 164 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,75 CHF | 8,76 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 170 460 CHF | 170 741 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 8,64 CHF | 8,65 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 172 120 CHF | 172 402 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,98 CHF | 8,99 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 164 414 CHF | 164 671 CHF | 95,89% | 99,82% |
11/11/2024 | 0,19% | 9,20 CHF | 9,21 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 174 869 CHF | 175 139 CHF | 99,59% | 99,59% |
08/11/2024 | 0,19% | 9,41 CHF | 9,42 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 175 746 CHF | 176 011 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 9,90 CHF | 9,91 CHF | 45 000 | 45 000 | 14 459 | 14 459 | 136 684 CHF | 136 945 CHF | 98,05% | 98,05% |