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 | 0,26% | 7,45 CHF | 7,47 CHF | 6 700 | 6 700 | 6 646 | 6 646 | 50 694 CHF | 50 827 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 7,93 CHF | 7,95 CHF | 6 300 | 6 300 | 6 256 | 6 256 | 50 742 CHF | 50 867 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 8,40 CHF | 8,42 CHF | 6 200 | 6 200 | 6 171 | 6 171 | 52 514 CHF | 52 638 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 8,58 CHF | 8,60 CHF | 6 300 | 6 300 | 6 231 | 6 231 | 53 460 CHF | 53 585 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 8,34 CHF | 8,36 CHF | 6 100 | 6 100 | 6 075 | 6 075 | 51 497 CHF | 51 619 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 8,64 CHF | 8,66 CHF | 7 200 | 7 200 | 7 080 | 7 080 | 62 769 CHF | 62 910 CHF | 99,79% | 99,79% |
12/11/2024 | 0,28% | 6,89 CHF | 6,91 CHF | 7 100 | 7 100 | 6 979 | 6 979 | 50 214 CHF | 50 353 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,45 CHF | 7,47 CHF | 7 300 | 7 300 | 7 325 | 7 325 | 54 958 CHF | 55 105 CHF | 99,69% | 99,69% |
08/11/2024 | 0,28% | 6,98 CHF | 7,00 CHF | 7 600 | 7 600 | 7 496 | 7 496 | 52 646 CHF | 52 796 CHF | 99,20% | 99,20% |
07/11/2024 | 0,29% | 7,06 CHF | 7,08 CHF | 8 300 | 8 300 | 8 283 | 8 283 | 57 930 CHF | 58 095 CHF | 99,39% | 99,39% |