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 | 164 018 CHF | 164 310 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 8,22 CHF | 8,23 CHF | 47 000 | 47 000 | 19 422 | 19 422 | 157 818 CHF | 158 105 CHF | 99,96% | 99,96% |
18/11/2024 | 0,20% | 8,45 CHF | 8,46 CHF | 46 000 | 46 000 | 17 163 | 17 163 | 147 938 CHF | 148 180 CHF | 98,05% | 98,05% |
15/11/2024 | 0,22% | 8,84 CHF | 8,85 CHF | 44 000 | 44 000 | 20 389 | 20 389 | 172 024 CHF | 172 338 CHF | 99,72% | 99,72% |
14/11/2024 | 0,22% | 7,84 CHF | 7,85 CHF | 48 000 | 48 000 | 20 140 | 20 140 | 164 553 CHF | 164 853 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 8,54 CHF | 8,55 CHF | 45 000 | 45 000 | 12 447 | 12 447 | 103 574 CHF | 103 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 7,84 CHF | 7,85 CHF | 48 000 | 48 000 | 20 522 | 20 522 | 161 296 CHF | 161 602 CHF | 99,92% | 99,92% |
11/11/2024 | 0,22% | 8,32 CHF | 8,33 CHF | 46 000 | 46 000 | 20 788 | 20 788 | 168 095 CHF | 168 412 CHF | 99,09% | 99,09% |
08/11/2024 | 0,22% | 7,52 CHF | 7,53 CHF | 50 000 | 50 000 | 22 322 | 22 322 | 161 564 CHF | 161 856 CHF | 99,18% | 99,18% |
07/11/2024 | 0,22% | 7,01 CHF | 7,02 CHF | 50 000 | 50 000 | 23 433 | 23 433 | 163 775 CHF | 164 079 CHF | 99,19% | 99,19% |