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 | 0,28% | 7,04 CHF | 7,06 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 391 320 CHF | 392 422 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 6,86 CHF | 6,88 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 388 852 CHF | 389 992 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 6,89 CHF | 6,91 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 390 227 CHF | 391 365 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 6,88 CHF | 6,90 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 388 272 CHF | 389 394 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 6,96 CHF | 6,98 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 390 520 CHF | 391 640 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 7,02 CHF | 7,04 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 391 668 CHF | 392 782 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,03 CHF | 7,05 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 393 920 CHF | 395 022 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,26 CHF | 7,28 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 392 441 CHF | 393 521 CHF | 99,64% | 99,64% |
08/11/2024 | 0,28% | 7,14 CHF | 7,16 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 391 177 CHF | 392 278 CHF | 98,71% | 98,71% |
07/11/2024 | 0,28% | 7,13 CHF | 7,15 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 392 786 CHF | 393 887 CHF | 100,00% | 100,00% |