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% | 8,19 CHF | 8,20 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 168 206 CHF | 168 505 CHF | 99,76% | 99,76% |
19/11/2024 | 0,23% | 8,13 CHF | 8,14 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 167 056 CHF | 167 362 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 8,00 CHF | 8,01 CHF | 52 000 | 52 000 | 20 469 | 20 469 | 160 982 CHF | 161 277 CHF | 99,89% | 99,89% |
15/11/2024 | 0,21% | 7,98 CHF | 7,99 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 164 906 CHF | 165 194 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,66 CHF | 8,67 CHF | 49 000 | 49 000 | 19 456 | 19 456 | 168 577 CHF | 168 859 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 8,54 CHF | 8,55 CHF | 50 000 | 50 000 | 19 510 | 19 510 | 170 214 CHF | 170 497 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,89 CHF | 8,90 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 162 643 CHF | 162 899 CHF | 95,89% | 99,82% |
11/11/2024 | 0,19% | 9,10 CHF | 9,11 CHF | 48 000 | 48 000 | 18 699 | 18 699 | 173 061 CHF | 173 331 CHF | 99,59% | 99,59% |
08/11/2024 | 0,19% | 9,31 CHF | 9,32 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 173 982 CHF | 174 248 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 9,81 CHF | 9,82 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 135 297 CHF | 135 558 CHF | 98,05% | 98,05% |