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% | 7,61 CHF | 7,62 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 382 369 CHF | 382 865 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 7,58 CHF | 7,59 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 376 076 CHF | 376 571 CHF | 99,31% | 99,31% |
18/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 384 799 CHF | 385 295 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,78 CHF | 7,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 394 802 CHF | 395 302 CHF | 73,25% | 73,25% |
14/11/2024 | 0,13% | 8,14 CHF | 8,15 CHF | 50 000 | 50 000 | 49 532 | 49 530 | 396 875 CHF | 397 355 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,93 CHF | 7,94 CHF | 50 000 | 50 000 | 49 524 | 49 524 | 391 767 CHF | 392 263 CHF | 98,48% | 98,48% |
12/11/2024 | 0,12% | 7,96 CHF | 7,97 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 403 512 CHF | 403 993 CHF | 99,40% | 99,40% |
11/11/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 416 804 CHF | 417 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,18 CHF | 8,19 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 407 731 CHF | 408 227 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,44 CHF | 8,45 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 419 899 CHF | 420 395 CHF | 100,00% | 100,00% |