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 | 0,44% | 7,16 CHF | 7,17 CHF | 29 000 | 29 000 | 13 414 | 13 414 | 95 815 CHF | 96 134 CHF | 99,33% | 99,33% |
19/11/2024 | 0,44% | 7,13 CHF | 7,14 CHF | 29 000 | 29 000 | 13 401 | 13 401 | 95 423 CHF | 95 741 CHF | 99,93% | 99,93% |
18/11/2024 | 0,42% | 7,27 CHF | 7,28 CHF | 29 000 | 29 000 | 13 403 | 13 403 | 97 994 CHF | 98 313 CHF | 99,80% | 99,80% |
15/11/2024 | 0,43% | 7,35 CHF | 7,36 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 97 281 CHF | 97 600 CHF | 99,72% | 99,72% |
14/11/2024 | 0,42% | 7,39 CHF | 7,40 CHF | 29 000 | 29 000 | 12 960 | 12 960 | 96 330 CHF | 96 631 CHF | 98,44% | 98,44% |
13/11/2024 | 0,43% | 7,48 CHF | 7,49 CHF | 28 000 | 28 000 | 13 337 | 13 337 | 98 265 CHF | 98 582 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 7,34 CHF | 7,35 CHF | 29 000 | 29 000 | 13 137 | 13 137 | 97 477 CHF | 97 783 CHF | 99,89% | 99,89% |
11/11/2024 | 0,43% | 7,44 CHF | 7,45 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 97 385 CHF | 97 698 CHF | 99,90% | 99,90% |
08/11/2024 | 0,44% | 7,27 CHF | 7,28 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 96 557 CHF | 96 876 CHF | 98,52% | 98,52% |
07/11/2024 | 0,43% | 7,11 CHF | 7,12 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 97 516 CHF | 97 835 CHF | 100,00% | 100,00% |