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% | 7,99 CHF | 8,00 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 164 162 CHF | 164 460 CHF | 99,76% | 99,76% |
19/11/2024 | 0,23% | 7,93 CHF | 7,94 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 162 926 CHF | 163 231 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,81 CHF | 7,82 CHF | 52 000 | 52 000 | 20 469 | 20 469 | 156 926 CHF | 157 221 CHF | 99,89% | 99,89% |
15/11/2024 | 0,22% | 7,79 CHF | 7,80 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 160 930 CHF | 161 218 CHF | 98,81% | 98,81% |
14/11/2024 | 0,21% | 8,46 CHF | 8,47 CHF | 49 000 | 49 000 | 19 456 | 19 456 | 164 723 CHF | 165 004 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 8,34 CHF | 8,35 CHF | 50 000 | 50 000 | 19 510 | 19 510 | 166 391 CHF | 166 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 8,69 CHF | 8,70 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 159 104 CHF | 159 361 CHF | 95,89% | 99,82% |
11/11/2024 | 0,20% | 8,91 CHF | 8,92 CHF | 48 000 | 48 000 | 18 699 | 18 699 | 169 410 CHF | 169 679 CHF | 99,59% | 99,59% |
08/11/2024 | 0,19% | 9,12 CHF | 9,13 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 170 424 CHF | 170 689 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 9,61 CHF | 9,62 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 132 490 CHF | 132 751 CHF | 98,05% | 98,05% |