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 | 0,22% | 6,94 CHF | 6,95 CHF | 82 000 | 82 000 | 40 056 | 40 056 | 283 276 CHF | 283 830 CHF | 99,89% | 99,89% |
19/11/2024 | 0,22% | 6,99 CHF | 7,00 CHF | 82 000 | 82 000 | 40 104 | 40 104 | 281 331 CHF | 281 885 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 7,18 CHF | 7,19 CHF | 81 000 | 81 000 | 39 507 | 39 507 | 276 791 CHF | 277 343 CHF | 99,85% | 99,85% |
15/11/2024 | 0,22% | 6,81 CHF | 6,82 CHF | 83 000 | 83 000 | 40 291 | 40 291 | 279 482 CHF | 280 038 CHF | 99,99% | 99,99% |
14/11/2024 | 0,21% | 7,15 CHF | 7,16 CHF | 81 000 | 81 000 | 38 573 | 38 573 | 279 519 CHF | 280 048 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 7,33 CHF | 7,34 CHF | 80 000 | 80 000 | 38 781 | 38 781 | 288 307 CHF | 288 843 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 7,53 CHF | 7,54 CHF | 79 000 | 79 000 | 37 760 | 37 760 | 289 560 CHF | 290 080 CHF | 99,99% | 99,99% |
11/11/2024 | 0,20% | 7,77 CHF | 7,78 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 289 353 CHF | 289 863 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 7,93 CHF | 7,94 CHF | 77 000 | 77 000 | 36 622 | 36 622 | 290 556 CHF | 291 058 CHF | 99,85% | 99,85% |
07/11/2024 | 0,20% | 7,82 CHF | 7,83 CHF | 77 000 | 77 000 | 38 192 | 38 192 | 295 350 CHF | 295 880 CHF | 100,00% | 100,00% |