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% | 7,10 CHF | 7,11 CHF | 82 000 | 82 000 | 40 056 | 40 056 | 289 484 CHF | 290 037 CHF | 99,89% | 99,89% |
19/11/2024 | 0,22% | 7,14 CHF | 7,15 CHF | 82 000 | 82 000 | 40 113 | 40 113 | 287 602 CHF | 288 156 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 7,33 CHF | 7,34 CHF | 81 000 | 81 000 | 39 445 | 39 445 | 282 490 CHF | 283 042 CHF | 99,68% | 99,68% |
15/11/2024 | 0,22% | 6,96 CHF | 6,97 CHF | 83 000 | 83 000 | 40 288 | 40 288 | 285 754 CHF | 286 310 CHF | 99,98% | 99,98% |
14/11/2024 | 0,21% | 7,31 CHF | 7,32 CHF | 81 000 | 81 000 | 38 569 | 38 569 | 285 452 CHF | 285 981 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 7,49 CHF | 7,50 CHF | 80 000 | 80 000 | 38 780 | 38 780 | 294 268 CHF | 294 803 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 7,68 CHF | 7,69 CHF | 79 000 | 79 000 | 37 760 | 37 760 | 295 316 CHF | 295 836 CHF | 99,99% | 99,99% |
11/11/2024 | 0,19% | 7,92 CHF | 7,93 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 295 026 CHF | 295 536 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 8,08 CHF | 8,09 CHF | 77 000 | 77 000 | 36 570 | 36 570 | 295 635 CHF | 296 137 CHF | 99,72% | 99,72% |
07/11/2024 | 0,20% | 7,97 CHF | 7,98 CHF | 77 000 | 77 000 | 38 178 | 38 178 | 300 996 CHF | 301 526 CHF | 99,97% | 99,97% |