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% | 8,39 CHF | 8,40 CHF | 51 000 | 51 000 | 20 446 | 20 446 | 172 197 CHF | 172 496 CHF | 99,75% | 99,75% |
19/11/2024 | 0,22% | 8,32 CHF | 8,33 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 171 162 CHF | 171 468 CHF | 99,97% | 99,97% |
18/11/2024 | 0,22% | 8,20 CHF | 8,21 CHF | 52 000 | 52 000 | 20 465 | 20 465 | 164 986 CHF | 165 281 CHF | 99,88% | 99,88% |
15/11/2024 | 0,21% | 8,18 CHF | 8,19 CHF | 52 000 | 52 000 | 20 059 | 20 059 | 168 868 CHF | 169 157 CHF | 98,81% | 98,81% |
14/11/2024 | 0,20% | 8,85 CHF | 8,86 CHF | 49 000 | 49 000 | 19 451 | 19 451 | 172 365 CHF | 172 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 8,74 CHF | 8,75 CHF | 50 000 | 50 000 | 19 513 | 19 513 | 174 059 CHF | 174 341 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 9,08 CHF | 9,09 CHF | 49 000 | 49 000 | 18 128 | 18 128 | 166 212 CHF | 166 469 CHF | 95,89% | 99,82% |
11/11/2024 | 0,19% | 9,30 CHF | 9,31 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 176 710 CHF | 176 980 CHF | 99,59% | 99,59% |
08/11/2024 | 0,18% | 9,51 CHF | 9,52 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 177 524 CHF | 177 790 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 10,00 CHF | 10,01 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 138 084 CHF | 138 345 CHF | 98,05% | 98,05% |