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 | 0,22% | 8,11 CHF | 8,12 CHF | 47 000 | 47 000 | 19 648 | 19 648 | 161 915 CHF | 162 206 CHF | 99,90% | 99,90% |
19/11/2024 | 0,23% | 8,12 CHF | 8,13 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 155 760 CHF | 156 047 CHF | 99,96% | 99,96% |
18/11/2024 | 0,20% | 8,34 CHF | 8,35 CHF | 46 000 | 46 000 | 17 164 | 17 164 | 146 088 CHF | 146 331 CHF | 98,05% | 98,05% |
15/11/2024 | 0,22% | 8,74 CHF | 8,75 CHF | 44 000 | 44 000 | 20 544 | 20 544 | 171 151 CHF | 171 466 CHF | 98,32% | 98,32% |
14/11/2024 | 0,22% | 7,73 CHF | 7,74 CHF | 48 000 | 48 000 | 20 138 | 20 138 | 162 397 CHF | 162 697 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 8,44 CHF | 8,45 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 102 229 CHF | 102 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 7,73 CHF | 7,74 CHF | 48 000 | 48 000 | 20 529 | 20 529 | 159 179 CHF | 159 485 CHF | 99,92% | 99,92% |
11/11/2024 | 0,23% | 8,21 CHF | 8,22 CHF | 46 000 | 46 000 | 20 789 | 20 789 | 165 867 CHF | 166 184 CHF | 99,09% | 99,09% |
08/11/2024 | 0,23% | 7,41 CHF | 7,42 CHF | 50 000 | 50 000 | 22 213 | 22 213 | 158 429 CHF | 158 720 CHF | 98,80% | 98,80% |
07/11/2024 | 0,22% | 6,91 CHF | 6,92 CHF | 50 000 | 50 000 | 23 530 | 23 530 | 161 965 CHF | 162 270 CHF | 97,94% | 97,94% |