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 | 0,21% | 7,33 CHF | 7,34 CHF | 82 000 | 82 000 | 40 058 | 40 058 | 298 645 CHF | 299 198 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 7,37 CHF | 7,38 CHF | 82 000 | 82 000 | 40 114 | 40 114 | 296 744 CHF | 297 298 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 7,56 CHF | 7,57 CHF | 81 000 | 81 000 | 39 454 | 39 454 | 291 573 CHF | 292 125 CHF | 99,70% | 99,70% |
15/11/2024 | 0,21% | 7,19 CHF | 7,20 CHF | 83 000 | 83 000 | 40 287 | 40 287 | 294 975 CHF | 295 531 CHF | 99,98% | 99,98% |
14/11/2024 | 0,20% | 7,54 CHF | 7,55 CHF | 81 000 | 81 000 | 38 563 | 38 563 | 294 250 CHF | 294 779 CHF | 99,99% | 99,99% |
13/11/2024 | 0,20% | 7,72 CHF | 7,73 CHF | 80 000 | 80 000 | 38 781 | 38 781 | 303 084 CHF | 303 619 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 7,91 CHF | 7,92 CHF | 79 000 | 79 000 | 37 764 | 37 764 | 303 944 CHF | 304 464 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 8,15 CHF | 8,16 CHF | 77 000 | 77 000 | 37 182 | 37 182 | 303 434 CHF | 303 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 8,30 CHF | 8,31 CHF | 77 000 | 77 000 | 36 581 | 36 581 | 303 928 CHF | 304 430 CHF | 99,74% | 99,74% |
07/11/2024 | 0,19% | 8,19 CHF | 8,20 CHF | 77 000 | 77 000 | 38 192 | 38 192 | 309 703 CHF | 310 232 CHF | 100,00% | 100,00% |