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% | 8,09 CHF | 8,10 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 166 166 CHF | 166 464 CHF | 99,75% | 99,75% |
19/11/2024 | 0,23% | 8,03 CHF | 8,04 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 164 988 CHF | 165 294 CHF | 99,97% | 99,97% |
18/11/2024 | 0,23% | 7,91 CHF | 7,92 CHF | 52 000 | 52 000 | 20 466 | 20 466 | 158 939 CHF | 159 234 CHF | 99,88% | 99,88% |
15/11/2024 | 0,22% | 7,89 CHF | 7,90 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 162 926 CHF | 163 214 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,56 CHF | 8,57 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 166 635 CHF | 166 917 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,44 CHF | 8,45 CHF | 50 000 | 50 000 | 19 512 | 19 512 | 168 322 CHF | 168 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,79 CHF | 8,80 CHF | 49 000 | 49 000 | 18 123 | 18 123 | 160 836 CHF | 161 093 CHF | 95,89% | 99,82% |
11/11/2024 | 0,19% | 9,01 CHF | 9,02 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 171 229 CHF | 171 499 CHF | 99,59% | 99,59% |
08/11/2024 | 0,19% | 9,22 CHF | 9,23 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 172 199 CHF | 172 464 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 9,71 CHF | 9,72 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 133 891 CHF | 134 152 CHF | 98,05% | 98,05% |