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% | 7,83 CHF | 7,84 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 139 416 CHF | 139 594 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 18 000 | 18 000 | 17 828 | 17 828 | 138 269 CHF | 138 447 CHF | 98,88% | 98,88% |
18/11/2024 | 0,13% | 7,59 CHF | 7,60 CHF | 18 000 | 18 000 | 18 092 | 18 092 | 136 636 CHF | 136 817 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,49 CHF | 7,50 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 139 525 CHF | 139 710 CHF | 71,64% | 71,64% |
14/11/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 18 000 | 18 000 | 17 830 | 17 830 | 137 946 CHF | 138 124 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,67 CHF | 7,68 CHF | 18 000 | 18 000 | 17 834 | 17 834 | 137 285 CHF | 137 463 CHF | 99,27% | 99,27% |
12/11/2024 | 0,13% | 7,95 CHF | 7,96 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 140 253 CHF | 140 428 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 17 500 | 17 500 | 17 337 | 17 337 | 142 479 CHF | 142 653 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 142 264 CHF | 142 442 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 18 000 | 18 000 | 17 709 | 17 709 | 142 989 CHF | 143 166 CHF | 100,00% | 100,00% |