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 | 0,27% | 7,21 CHF | 7,23 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 400 842 CHF | 401 945 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 7,02 CHF | 7,04 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 398 354 CHF | 399 493 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 7,06 CHF | 7,08 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 399 805 CHF | 400 943 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 7,05 CHF | 7,07 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 397 741 CHF | 398 864 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 7,13 CHF | 7,15 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 400 081 CHF | 401 201 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 7,19 CHF | 7,21 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 401 259 CHF | 402 372 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 7,20 CHF | 7,22 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 403 458 CHF | 404 560 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,44 CHF | 7,46 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 401 970 CHF | 403 050 CHF | 99,73% | 99,73% |
08/11/2024 | 0,27% | 7,32 CHF | 7,34 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 400 691 CHF | 401 792 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 7,30 CHF | 7,32 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 402 328 CHF | 403 428 CHF | 100,00% | 100,00% |