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% | 7,71 CHF | 7,72 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 158 340 CHF | 158 638 CHF | 99,75% | 99,75% |
19/11/2024 | 0,24% | 7,65 CHF | 7,66 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 157 003 CHF | 157 309 CHF | 99,97% | 99,97% |
18/11/2024 | 0,24% | 7,52 CHF | 7,53 CHF | 52 000 | 52 000 | 20 445 | 20 445 | 150 972 CHF | 151 266 CHF | 99,82% | 99,82% |
15/11/2024 | 0,23% | 7,50 CHF | 7,51 CHF | 52 000 | 52 000 | 20 049 | 20 049 | 155 130 CHF | 155 419 CHF | 98,78% | 98,78% |
14/11/2024 | 0,22% | 8,17 CHF | 8,18 CHF | 49 000 | 49 000 | 19 451 | 19 451 | 159 067 CHF | 159 349 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 8,05 CHF | 8,06 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 160 775 CHF | 161 057 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 8,40 CHF | 8,41 CHF | 49 000 | 49 000 | 18 157 | 18 157 | 154 134 CHF | 154 391 CHF | 95,68% | 99,61% |
11/11/2024 | 0,20% | 8,62 CHF | 8,63 CHF | 48 000 | 48 000 | 18 666 | 18 666 | 163 706 CHF | 163 975 CHF | 99,48% | 99,48% |
08/11/2024 | 0,20% | 8,83 CHF | 8,84 CHF | 47 000 | 47 000 | 18 328 | 18 328 | 164 769 CHF | 165 034 CHF | 99,87% | 99,87% |
07/11/2024 | 0,39% | 9,32 CHF | 9,33 CHF | 45 000 | 45 000 | 14 289 | 14 289 | 126 730 CHF | 126 990 CHF | 97,52% | 97,52% |