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 | 0,21% | 8,38 CHF | 8,39 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 167 286 CHF | 167 578 CHF | 99,89% | 99,89% |
19/11/2024 | 0,22% | 8,39 CHF | 8,40 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 161 043 CHF | 161 330 CHF | 99,96% | 99,96% |
18/11/2024 | 0,20% | 8,62 CHF | 8,63 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 150 770 CHF | 151 012 CHF | 98,05% | 98,05% |
15/11/2024 | 0,21% | 9,01 CHF | 9,02 CHF | 44 000 | 44 000 | 20 521 | 20 521 | 176 591 CHF | 176 905 CHF | 98,69% | 98,69% |
14/11/2024 | 0,21% | 8,00 CHF | 8,01 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 167 920 CHF | 168 220 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,71 CHF | 8,72 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 105 617 CHF | 105 883 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,00 CHF | 8,01 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 164 757 CHF | 165 063 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,48 CHF | 8,49 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 171 503 CHF | 171 819 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,68 CHF | 7,69 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 164 400 CHF | 164 691 CHF | 98,80% | 98,80% |
07/11/2024 | 0,22% | 7,17 CHF | 7,18 CHF | 50 000 | 50 000 | 23 523 | 23 523 | 168 254 CHF | 168 559 CHF | 98,14% | 98,14% |