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% | 7,89 CHF | 7,90 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 162 128 CHF | 162 426 CHF | 99,75% | 99,75% |
19/11/2024 | 0,24% | 7,83 CHF | 7,84 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 160 866 CHF | 161 172 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,71 CHF | 7,72 CHF | 52 000 | 52 000 | 20 467 | 20 467 | 154 903 CHF | 155 198 CHF | 99,89% | 99,89% |
15/11/2024 | 0,22% | 7,69 CHF | 7,70 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 158 954 CHF | 159 243 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,36 CHF | 8,37 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 162 785 CHF | 163 067 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,24 CHF | 8,25 CHF | 50 000 | 50 000 | 19 510 | 19 510 | 164 462 CHF | 164 744 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 8,59 CHF | 8,60 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 157 319 CHF | 157 576 CHF | 95,89% | 99,82% |
11/11/2024 | 0,20% | 8,81 CHF | 8,82 CHF | 48 000 | 48 000 | 18 699 | 18 699 | 167 571 CHF | 167 841 CHF | 99,59% | 99,59% |
08/11/2024 | 0,19% | 9,02 CHF | 9,03 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 168 641 CHF | 168 907 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 9,52 CHF | 9,53 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 131 093 CHF | 131 354 CHF | 98,05% | 98,05% |