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 | 0,28% | 7,01 CHF | 7,03 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 291 005 CHF | 291 825 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 7,02 CHF | 7,04 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 288 316 CHF | 289 136 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 7,25 CHF | 7,27 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 291 541 CHF | 292 351 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 7,17 CHF | 7,19 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 291 376 CHF | 292 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 7,24 CHF | 7,26 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 290 308 CHF | 291 124 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 6,95 CHF | 6,97 CHF | 41 000 | 41 000 | 41 753 | 41 753 | 287 547 CHF | 288 382 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 6,75 CHF | 6,77 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 286 315 CHF | 287 139 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 7,25 CHF | 7,27 CHF | 40 000 | 40 000 | 40 034 | 40 034 | 291 088 CHF | 291 889 CHF | 99,73% | 99,73% |
08/11/2024 | 0,29% | 7,17 CHF | 7,19 CHF | 41 000 | 41 000 | 39 121 | 39 121 | 286 472 CHF | 287 275 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 7,97 CHF | 7,99 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 312 005 CHF | 312 788 CHF | 100,00% | 100,00% |