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% | 7,05 CHF | 7,06 CHF | 75 000 | 75 000 | 74 296 | 74 296 | 532 168 CHF | 532 912 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 7,02 CHF | 7,03 CHF | 75 000 | 75 000 | 74 291 | 74 291 | 522 764 CHF | 523 508 CHF | 99,31% | 99,31% |
18/11/2024 | 0,14% | 7,25 CHF | 7,26 CHF | 75 000 | 75 000 | 74 298 | 74 298 | 535 860 CHF | 536 604 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 7,23 CHF | 7,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 550 509 CHF | 551 259 CHF | 73,14% | 73,14% |
14/11/2024 | 0,14% | 7,59 CHF | 7,60 CHF | 75 000 | 75 000 | 74 298 | 74 296 | 553 999 CHF | 554 721 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,38 CHF | 7,39 CHF | 75 000 | 75 000 | 74 286 | 74 286 | 546 348 CHF | 547 092 CHF | 98,47% | 98,47% |
12/11/2024 | 0,13% | 7,41 CHF | 7,42 CHF | 75 000 | 75 000 | 74 294 | 74 292 | 563 947 CHF | 564 673 CHF | 99,40% | 99,40% |
11/11/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 75 000 | 75 000 | 74 296 | 74 296 | 583 896 CHF | 584 639 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,63 CHF | 7,64 CHF | 75 000 | 75 000 | 74 298 | 74 298 | 570 282 CHF | 571 026 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,88 CHF | 7,89 CHF | 75 000 | 75 000 | 74 298 | 74 298 | 588 580 CHF | 589 324 CHF | 100,00% | 100,00% |