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% | 7,80 CHF | 7,81 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 160 113 CHF | 160 411 CHF | 99,75% | 99,75% |
19/11/2024 | 0,24% | 7,73 CHF | 7,74 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 158 807 CHF | 159 113 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,61 CHF | 7,62 CHF | 52 000 | 52 000 | 20 466 | 20 466 | 152 870 CHF | 153 165 CHF | 99,88% | 99,88% |
15/11/2024 | 0,22% | 7,59 CHF | 7,60 CHF | 52 000 | 52 000 | 20 059 | 20 059 | 156 979 CHF | 157 268 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,26 CHF | 8,27 CHF | 49 000 | 49 000 | 19 451 | 19 451 | 160 836 CHF | 161 118 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,15 CHF | 8,16 CHF | 50 000 | 50 000 | 19 513 | 19 513 | 162 565 CHF | 162 848 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 8,50 CHF | 8,51 CHF | 49 000 | 49 000 | 18 128 | 18 128 | 155 545 CHF | 155 802 CHF | 95,89% | 99,82% |
11/11/2024 | 0,20% | 8,71 CHF | 8,72 CHF | 48 000 | 48 000 | 18 699 | 18 699 | 165 741 CHF | 166 011 CHF | 99,59% | 99,59% |
08/11/2024 | 0,20% | 8,92 CHF | 8,93 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 166 860 CHF | 167 125 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 9,42 CHF | 9,43 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 129 688 CHF | 129 949 CHF | 98,05% | 98,05% |