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 | 0,41% | 7,58 CHF | 7,59 CHF | 29 000 | 29 000 | 13 415 | 13 415 | 101 486 CHF | 101 805 CHF | 99,33% | 99,33% |
19/11/2024 | 0,41% | 7,55 CHF | 7,56 CHF | 29 000 | 29 000 | 13 359 | 13 359 | 100 770 CHF | 101 088 CHF | 99,68% | 99,68% |
18/11/2024 | 0,40% | 7,69 CHF | 7,70 CHF | 29 000 | 29 000 | 13 403 | 13 403 | 103 674 CHF | 103 993 CHF | 99,80% | 99,80% |
15/11/2024 | 0,41% | 7,77 CHF | 7,78 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 102 972 CHF | 103 292 CHF | 99,72% | 99,72% |
14/11/2024 | 0,40% | 7,81 CHF | 7,82 CHF | 29 000 | 29 000 | 12 943 | 12 943 | 101 689 CHF | 101 990 CHF | 98,55% | 98,55% |
13/11/2024 | 0,40% | 7,90 CHF | 7,91 CHF | 28 000 | 28 000 | 13 339 | 13 339 | 103 892 CHF | 104 209 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 7,76 CHF | 7,77 CHF | 29 000 | 29 000 | 13 136 | 13 136 | 102 989 CHF | 103 296 CHF | 99,89% | 99,89% |
11/11/2024 | 0,40% | 7,86 CHF | 7,87 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 102 887 CHF | 103 201 CHF | 99,90% | 99,90% |
08/11/2024 | 0,41% | 7,68 CHF | 7,69 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 102 211 CHF | 102 530 CHF | 98,52% | 98,52% |
07/11/2024 | 0,40% | 7,53 CHF | 7,54 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 103 119 CHF | 103 438 CHF | 100,00% | 100,00% |