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 | 0,13% | 7,46 CHF | 7,47 CHF | 50 000 | 49 980 | 49 531 | 49 511 | 374 601 CHF | 374 947 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 7,43 CHF | 7,44 CHF | 50 000 | 49 980 | 49 525 | 49 505 | 368 350 CHF | 368 698 CHF | 99,30% | 99,30% |
18/11/2024 | 0,13% | 7,65 CHF | 7,66 CHF | 50 000 | 49 980 | 49 532 | 49 512 | 377 033 CHF | 377 378 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,63 CHF | 7,64 CHF | 50 000 | 49 980 | 50 000 | 49 980 | 386 977 CHF | 387 322 CHF | 73,30% | 73,30% |
14/11/2024 | 0,13% | 7,99 CHF | 8,00 CHF | 50 000 | 49 980 | 49 532 | 49 510 | 389 098 CHF | 389 421 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,78 CHF | 7,79 CHF | 50 000 | 49 980 | 49 524 | 49 504 | 384 027 CHF | 384 369 CHF | 98,46% | 98,46% |
12/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 50 000 | 49 980 | 49 530 | 49 508 | 395 803 CHF | 396 128 CHF | 99,39% | 99,39% |
11/11/2024 | 0,12% | 8,24 CHF | 8,25 CHF | 50 000 | 49 980 | 49 531 | 49 511 | 409 024 CHF | 409 356 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 8,02 CHF | 8,03 CHF | 50 000 | 49 980 | 49 532 | 49 512 | 399 978 CHF | 400 314 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,29 CHF | 8,30 CHF | 50 000 | 49 980 | 49 532 | 49 512 | 412 219 CHF | 412 550 CHF | 100,00% | 100,00% |