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 | 0,15% | 6,84 CHF | 6,85 CHF | 70 000 | 70 000 | 69 343 | 69 343 | 481 717 CHF | 482 411 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,81 CHF | 6,82 CHF | 70 000 | 70 000 | 69 338 | 69 338 | 472 908 CHF | 473 602 CHF | 99,30% | 99,30% |
18/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 70 000 | 70 000 | 69 345 | 69 345 | 485 114 CHF | 485 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 498 621 CHF | 499 321 CHF | 73,21% | 73,21% |
14/11/2024 | 0,14% | 7,37 CHF | 7,38 CHF | 70 000 | 70 000 | 69 345 | 69 343 | 502 041 CHF | 502 715 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 70 000 | 70 000 | 69 334 | 69 334 | 494 922 CHF | 495 616 CHF | 98,47% | 98,47% |
12/11/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 70 000 | 70 000 | 69 343 | 69 340 | 511 376 CHF | 512 049 CHF | 99,39% | 99,39% |
11/11/2024 | 0,13% | 7,62 CHF | 7,63 CHF | 70 000 | 70 000 | 69 343 | 69 343 | 529 972 CHF | 530 666 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,41 CHF | 7,42 CHF | 70 000 | 70 000 | 69 345 | 69 345 | 517 262 CHF | 517 957 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,67 CHF | 7,68 CHF | 70 000 | 70 000 | 69 344 | 69 344 | 534 332 CHF | 535 026 CHF | 100,00% | 100,00% |