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% | 7,88 CHF | 7,89 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 161 868 CHF | 162 166 CHF | 99,75% | 99,75% |
19/11/2024 | 0,24% | 7,82 CHF | 7,83 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 160 618 CHF | 160 924 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,70 CHF | 7,71 CHF | 52 000 | 52 000 | 20 444 | 20 444 | 154 491 CHF | 154 786 CHF | 99,82% | 99,82% |
15/11/2024 | 0,22% | 7,67 CHF | 7,68 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 158 687 CHF | 158 975 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,34 CHF | 8,35 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 162 470 CHF | 162 752 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,23 CHF | 8,24 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 164 130 CHF | 164 412 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 8,58 CHF | 8,59 CHF | 49 000 | 49 000 | 18 156 | 18 156 | 157 228 CHF | 157 485 CHF | 95,68% | 99,61% |
11/11/2024 | 0,20% | 8,79 CHF | 8,80 CHF | 48 000 | 48 000 | 18 664 | 18 664 | 166 880 CHF | 167 149 CHF | 99,47% | 99,47% |
08/11/2024 | 0,19% | 9,00 CHF | 9,01 CHF | 47 000 | 47 000 | 18 330 | 18 330 | 167 902 CHF | 168 168 CHF | 99,87% | 99,87% |
07/11/2024 | 0,38% | 9,49 CHF | 9,50 CHF | 45 000 | 45 000 | 14 289 | 14 289 | 129 164 CHF | 129 424 CHF | 97,52% | 97,52% |