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 | 0,14% | 7,28 CHF | 7,29 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 129 677 CHF | 129 856 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 18 000 | 18 000 | 17 829 | 17 829 | 128 520 CHF | 128 699 CHF | 98,88% | 98,88% |
18/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 18 000 | 18 000 | 18 093 | 18 093 | 126 781 CHF | 126 962 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 6,95 CHF | 6,96 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 129 422 CHF | 129 607 CHF | 71,90% | 71,90% |
14/11/2024 | 0,14% | 7,25 CHF | 7,26 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 128 257 CHF | 128 435 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,13 CHF | 7,14 CHF | 18 000 | 18 000 | 17 833 | 17 833 | 127 555 CHF | 127 733 CHF | 99,27% | 99,27% |
12/11/2024 | 0,14% | 7,40 CHF | 7,41 CHF | 18 000 | 18 000 | 17 475 | 17 475 | 130 671 CHF | 130 846 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 7,64 CHF | 7,65 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 133 014 CHF | 133 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,43 CHF | 7,44 CHF | 18 000 | 18 000 | 17 737 | 17 737 | 132 601 CHF | 132 779 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,46 CHF | 7,47 CHF | 18 000 | 18 000 | 17 708 | 17 708 | 133 350 CHF | 133 527 CHF | 100,00% | 100,00% |