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 | 0,28% | 7,20 CHF | 7,22 CHF | 57 000 | 57 000 | 56 300 | 56 300 | 408 678 CHF | 409 804 CHF | 99,44% | 99,44% |
19/11/2024 | 0,28% | 7,19 CHF | 7,21 CHF | 57 000 | 57 000 | 56 857 | 56 857 | 410 323 CHF | 411 460 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 7,24 CHF | 7,26 CHF | 57 000 | 57 000 | 56 997 | 56 997 | 410 598 CHF | 411 738 CHF | 99,88% | 99,88% |
15/11/2024 | 0,28% | 7,19 CHF | 7,21 CHF | 57 000 | 57 000 | 57 000 | 57 000 | 408 114 CHF | 409 254 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 7,13 CHF | 7,15 CHF | 57 000 | 57 000 | 57 610 | 57 610 | 406 915 CHF | 408 067 CHF | 98,57% | 98,57% |
13/11/2024 | 0,29% | 6,99 CHF | 7,01 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 404 623 CHF | 405 783 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 6,89 CHF | 6,91 CHF | 59 000 | 59 000 | 58 044 | 58 044 | 404 506 CHF | 405 667 CHF | 99,88% | 99,88% |
11/11/2024 | 0,28% | 7,08 CHF | 7,10 CHF | 57 000 | 57 000 | 57 635 | 57 635 | 407 427 CHF | 408 579 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 6,94 CHF | 6,96 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 403 156 CHF | 404 316 CHF | 98,30% | 98,30% |
07/11/2024 | 0,28% | 7,05 CHF | 7,07 CHF | 58 000 | 58 000 | 57 549 | 57 549 | 407 052 CHF | 408 203 CHF | 100,00% | 100,00% |