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 | 0,24% | 7,66 CHF | 7,67 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 157 371 CHF | 157 669 CHF | 99,75% | 99,75% |
19/11/2024 | 0,24% | 7,60 CHF | 7,61 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 155 985 CHF | 156 290 CHF | 99,97% | 99,97% |
18/11/2024 | 0,25% | 7,47 CHF | 7,48 CHF | 52 000 | 52 000 | 20 466 | 20 466 | 150 130 CHF | 150 425 CHF | 99,88% | 99,88% |
15/11/2024 | 0,23% | 7,45 CHF | 7,46 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 154 270 CHF | 154 558 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,13 CHF | 8,14 CHF | 49 000 | 49 000 | 19 455 | 19 455 | 158 244 CHF | 158 526 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 8,01 CHF | 8,02 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 159 962 CHF | 160 245 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 8,36 CHF | 8,37 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 153 126 CHF | 153 383 CHF | 95,89% | 99,82% |
11/11/2024 | 0,20% | 8,58 CHF | 8,59 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 163 249 CHF | 163 519 CHF | 99,59% | 99,59% |
08/11/2024 | 0,20% | 8,79 CHF | 8,80 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 164 423 CHF | 164 688 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 9,29 CHF | 9,30 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 127 785 CHF | 128 046 CHF | 98,05% | 98,05% |