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 | 0,42% | 7,38 CHF | 7,39 CHF | 29 000 | 29 000 | 13 415 | 13 415 | 98 770 CHF | 99 089 CHF | 99,33% | 99,33% |
19/11/2024 | 0,42% | 7,35 CHF | 7,36 CHF | 29 000 | 29 000 | 13 400 | 13 400 | 98 363 CHF | 98 680 CHF | 99,93% | 99,93% |
18/11/2024 | 0,41% | 7,49 CHF | 7,50 CHF | 29 000 | 29 000 | 13 403 | 13 403 | 100 950 CHF | 101 268 CHF | 99,80% | 99,80% |
15/11/2024 | 0,42% | 7,57 CHF | 7,58 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 100 243 CHF | 100 562 CHF | 99,72% | 99,72% |
14/11/2024 | 0,41% | 7,61 CHF | 7,62 CHF | 29 000 | 29 000 | 12 960 | 12 960 | 99 192 CHF | 99 494 CHF | 98,43% | 98,43% |
13/11/2024 | 0,41% | 7,70 CHF | 7,71 CHF | 28 000 | 28 000 | 13 339 | 13 339 | 101 204 CHF | 101 521 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 7,56 CHF | 7,57 CHF | 29 000 | 29 000 | 13 136 | 13 136 | 100 356 CHF | 100 663 CHF | 99,90% | 99,90% |
11/11/2024 | 0,42% | 7,65 CHF | 7,66 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 100 252 CHF | 100 565 CHF | 99,90% | 99,90% |
08/11/2024 | 0,43% | 7,49 CHF | 7,50 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 99 502 CHF | 99 821 CHF | 98,52% | 98,52% |
07/11/2024 | 0,41% | 7,33 CHF | 7,34 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 100 441 CHF | 100 760 CHF | 100,00% | 100,00% |