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% | 8,21 CHF | 8,22 CHF | 47 000 | 47 000 | 19 646 | 19 646 | 163 840 CHF | 164 132 CHF | 99,89% | 99,89% |
19/11/2024 | 0,22% | 8,22 CHF | 8,23 CHF | 47 000 | 47 000 | 19 423 | 19 423 | 157 657 CHF | 157 944 CHF | 99,96% | 99,96% |
18/11/2024 | 0,20% | 8,44 CHF | 8,45 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 147 790 CHF | 148 032 CHF | 98,05% | 98,05% |
15/11/2024 | 0,22% | 8,83 CHF | 8,84 CHF | 44 000 | 44 000 | 20 589 | 20 589 | 173 586 CHF | 173 901 CHF | 97,75% | 97,75% |
14/11/2024 | 0,22% | 7,83 CHF | 7,84 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 164 375 CHF | 164 675 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 8,54 CHF | 8,55 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 103 465 CHF | 103 732 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 7,83 CHF | 7,84 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 161 171 CHF | 161 477 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,31 CHF | 8,32 CHF | 46 000 | 46 000 | 20 790 | 20 790 | 167 929 CHF | 168 245 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,51 CHF | 7,52 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 160 598 CHF | 160 889 CHF | 98,80% | 98,80% |
07/11/2024 | 0,22% | 7,00 CHF | 7,01 CHF | 50 000 | 50 000 | 23 559 | 23 559 | 164 431 CHF | 164 736 CHF | 97,78% | 97,78% |