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% | 7,54 CHF | 7,55 CHF | 100 000 | 100 000 | 99 415 | 99 415 | 735 556 CHF | 736 551 CHF | 99,60% | 99,60% |
19/11/2024 | 0,14% | 7,32 CHF | 7,33 CHF | 100 000 | 100 000 | 99 045 | 99 045 | 730 426 CHF | 731 417 CHF | 98,67% | 98,67% |
18/11/2024 | 0,14% | 7,25 CHF | 7,26 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 705 176 CHF | 706 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,92 CHF | 6,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 687 900 CHF | 688 900 CHF | 70,79% | 70,79% |
14/11/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 100 000 | 100 000 | 99 053 | 99 053 | 671 043 CHF | 672 034 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,15 CHF | 7,16 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 713 406 CHF | 714 398 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,13 CHF | 7,14 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 707 352 CHF | 708 344 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 7,25 CHF | 7,26 CHF | 100 000 | 100 000 | 99 126 | 99 126 | 749 688 CHF | 750 680 CHF | 99,93% | 99,93% |
08/11/2024 | 0,13% | 7,83 CHF | 7,84 CHF | 100 000 | 100 000 | 99 215 | 99 215 | 778 807 CHF | 779 800 CHF | 99,84% | 99,84% |
07/11/2024 | 0,13% | 7,91 CHF | 7,92 CHF | 100 000 | 100 000 | 99 519 | 99 519 | 770 378 CHF | 771 374 CHF | 99,51% | 99,51% |