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 | 0,27% | 7,23 CHF | 7,25 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 300 056 CHF | 300 876 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 7,24 CHF | 7,26 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 297 334 CHF | 298 154 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 7,47 CHF | 7,49 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 300 410 CHF | 301 220 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 7,39 CHF | 7,41 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 300 176 CHF | 300 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 7,46 CHF | 7,48 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 299 278 CHF | 300 095 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 7,17 CHF | 7,19 CHF | 41 000 | 41 000 | 41 754 | 41 754 | 296 776 CHF | 297 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 6,97 CHF | 6,99 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 295 418 CHF | 296 241 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,46 CHF | 7,48 CHF | 40 000 | 40 000 | 40 034 | 40 034 | 299 846 CHF | 300 647 CHF | 99,65% | 99,65% |
08/11/2024 | 0,28% | 7,38 CHF | 7,40 CHF | 41 000 | 41 000 | 39 103 | 39 103 | 294 954 CHF | 295 757 CHF | 98,72% | 98,72% |
07/11/2024 | 0,24% | 8,19 CHF | 8,21 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 320 470 CHF | 321 253 CHF | 100,00% | 100,00% |