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% | 7,30 CHF | 7,32 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 405 686 CHF | 406 788 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 7,12 CHF | 7,14 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 403 663 CHF | 404 802 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 7,15 CHF | 7,17 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 405 019 CHF | 406 156 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 7,14 CHF | 7,16 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 402 860 CHF | 403 982 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 7,22 CHF | 7,24 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 405 080 CHF | 406 200 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 7,28 CHF | 7,30 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 406 207 CHF | 407 321 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 7,29 CHF | 7,31 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 408 242 CHF | 409 344 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,52 CHF | 7,54 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 406 487 CHF | 407 567 CHF | 99,68% | 99,68% |
08/11/2024 | 0,27% | 7,40 CHF | 7,42 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 405 481 CHF | 406 582 CHF | 98,79% | 98,79% |
07/11/2024 | 0,27% | 7,39 CHF | 7,41 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 407 092 CHF | 408 192 CHF | 100,00% | 100,00% |