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% | 7,40 CHF | 7,41 CHF | 50 000 | 46 000 | 49 531 | 45 572 | 371 771 CHF | 342 517 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 7,37 CHF | 7,38 CHF | 50 000 | 46 000 | 49 529 | 45 570 | 365 488 CHF | 336 736 CHF | 99,31% | 99,31% |
18/11/2024 | 0,13% | 7,60 CHF | 7,61 CHF | 50 000 | 46 000 | 49 530 | 45 572 | 374 222 CHF | 344 771 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,57 CHF | 7,58 CHF | 50 000 | 46 000 | 50 000 | 46 000 | 384 101 CHF | 353 833 CHF | 72,92% | 72,92% |
14/11/2024 | 0,13% | 7,93 CHF | 7,94 CHF | 50 000 | 46 000 | 49 532 | 45 571 | 386 279 CHF | 355 842 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,72 CHF | 7,73 CHF | 50 000 | 46 000 | 49 524 | 45 566 | 381 168 CHF | 351 163 CHF | 98,47% | 98,47% |
12/11/2024 | 0,13% | 7,75 CHF | 7,76 CHF | 50 000 | 46 000 | 49 531 | 45 569 | 392 914 CHF | 361 941 CHF | 99,39% | 99,39% |
11/11/2024 | 0,12% | 8,18 CHF | 8,19 CHF | 50 000 | 46 000 | 49 532 | 45 574 | 406 211 CHF | 374 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,97 CHF | 7,98 CHF | 50 000 | 46 000 | 49 534 | 45 575 | 397 148 CHF | 365 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,23 CHF | 8,24 CHF | 50 000 | 46 000 | 49 530 | 45 572 | 409 298 CHF | 377 045 CHF | 100,00% | 100,00% |