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% | 8,01 CHF | 8,02 CHF | 31 000 | 31 000 | 30 462 | 30 462 | 245 841 CHF | 246 146 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 31 000 | 31 000 | 30 654 | 30 654 | 246 147 CHF | 246 454 CHF | 98,87% | 98,87% |
18/11/2024 | 0,13% | 8,06 CHF | 8,07 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 246 187 CHF | 246 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 31 000 | 31 000 | 31 080 | 31 080 | 247 652 CHF | 247 963 CHF | 71,83% | 71,83% |
14/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 31 500 | 31 500 | 31 259 | 31 259 | 246 164 CHF | 246 477 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 32 000 | 32 000 | 31 667 | 31 667 | 246 683 CHF | 247 000 CHF | 99,56% | 99,56% |
12/11/2024 | 0,13% | 7,70 CHF | 7,71 CHF | 32 500 | 32 500 | 31 706 | 31 706 | 246 725 CHF | 247 042 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 7,89 CHF | 7,90 CHF | 31 500 | 31 500 | 31 205 | 31 205 | 245 961 CHF | 246 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,75 CHF | 7,76 CHF | 32 000 | 32 000 | 31 688 | 31 688 | 246 009 CHF | 246 326 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,86 CHF | 7,87 CHF | 31 500 | 31 500 | 31 216 | 31 216 | 246 138 CHF | 246 451 CHF | 100,00% | 100,00% |