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 | 19 647 | 19 647 | 167 364 CHF | 167 656 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 8,39 CHF | 8,40 CHF | 47 000 | 47 000 | 19 423 | 19 423 | 161 119 CHF | 161 406 CHF | 99,96% | 99,96% |
18/11/2024 | 0,20% | 8,62 CHF | 8,63 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 150 861 CHF | 151 103 CHF | 98,05% | 98,05% |
15/11/2024 | 0,22% | 9,01 CHF | 9,02 CHF | 44 000 | 44 000 | 20 389 | 20 389 | 175 506 CHF | 175 820 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 8,01 CHF | 8,02 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 167 989 CHF | 168 289 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 8,71 CHF | 8,72 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 105 687 CHF | 105 953 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,00 CHF | 8,01 CHF | 48 000 | 48 000 | 20 524 | 20 524 | 164 790 CHF | 165 096 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,48 CHF | 8,49 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 171 569 CHF | 171 886 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,68 CHF | 7,69 CHF | 50 000 | 50 000 | 22 321 | 22 321 | 165 265 CHF | 165 556 CHF | 99,18% | 99,18% |
07/11/2024 | 0,22% | 7,18 CHF | 7,19 CHF | 50 000 | 50 000 | 23 435 | 23 435 | 167 716 CHF | 168 020 CHF | 99,19% | 99,19% |