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 | 0,17% | 5,77 CHF | 5,78 CHF | 32 900 | 32 900 | 32 884 | 32 884 | 195 200 CHF | 195 529 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 31 700 | 31 700 | 31 700 | 31 700 | 186 726 CHF | 187 043 CHF | 99,90% | 99,90% |
18/11/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 30 900 | 30 900 | 30 578 | 30 578 | 189 316 CHF | 189 621 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,31 CHF | 6,32 CHF | 27 800 | 27 800 | 27 858 | 27 858 | 179 816 CHF | 180 094 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 7,09 CHF | 7,10 CHF | 27 300 | 27 300 | 27 300 | 27 300 | 190 064 CHF | 190 337 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 27 500 | 27 500 | 27 002 | 27 002 | 195 891 CHF | 196 161 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 26 600 | 26 600 | 26 134 | 26 134 | 188 270 CHF | 188 531 CHF | 99,92% | 99,92% |
11/11/2024 | 0,13% | 7,53 CHF | 7,54 CHF | 26 300 | 26 300 | 26 300 | 26 300 | 197 927 CHF | 198 190 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,18 CHF | 7,19 CHF | 26 400 | 26 400 | 25 859 | 25 859 | 188 721 CHF | 188 980 CHF | 98,95% | 98,95% |
07/11/2024 | 0,13% | 7,60 CHF | 7,61 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 196 172 CHF | 196 432 CHF | 100,00% | 100,00% |