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% | 7,47 CHF | 7,48 CHF | 33 500 | 33 500 | 32 720 | 32 720 | 246 265 CHF | 246 593 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 7,46 CHF | 7,47 CHF | 33 500 | 33 500 | 32 872 | 32 872 | 245 998 CHF | 246 327 CHF | 98,88% | 98,88% |
18/11/2024 | 0,14% | 7,51 CHF | 7,52 CHF | 33 000 | 33 000 | 33 036 | 33 036 | 246 799 CHF | 247 130 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,46 CHF | 7,47 CHF | 33 500 | 33 500 | 33 479 | 33 479 | 248 566 CHF | 248 901 CHF | 71,80% | 71,80% |
14/11/2024 | 0,14% | 7,40 CHF | 7,41 CHF | 33 500 | 33 500 | 33 571 | 33 571 | 246 111 CHF | 246 447 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 34 500 | 34 500 | 34 066 | 34 066 | 246 824 CHF | 247 165 CHF | 99,57% | 99,57% |
12/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 34 500 | 34 500 | 34 047 | 34 047 | 246 431 CHF | 246 772 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 7,35 CHF | 7,36 CHF | 34 000 | 34 000 | 33 682 | 33 682 | 247 146 CHF | 247 483 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,20 CHF | 7,21 CHF | 34 500 | 34 500 | 34 143 | 34 143 | 246 502 CHF | 246 843 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 7,32 CHF | 7,33 CHF | 34 000 | 34 000 | 33 576 | 33 576 | 246 478 CHF | 246 814 CHF | 100,00% | 100,00% |