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 | 0,29% | 6,77 CHF | 6,79 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 281 189 CHF | 282 008 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 6,78 CHF | 6,80 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 278 496 CHF | 279 316 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 7,01 CHF | 7,03 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 281 824 CHF | 282 634 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 6,93 CHF | 6,95 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 281 726 CHF | 282 529 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 7,00 CHF | 7,02 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 280 521 CHF | 281 338 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 6,71 CHF | 6,73 CHF | 41 000 | 41 000 | 41 753 | 41 753 | 277 601 CHF | 278 436 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 6,51 CHF | 6,53 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 276 504 CHF | 277 327 CHF | 99,85% | 99,85% |
11/11/2024 | 0,28% | 7,01 CHF | 7,03 CHF | 40 000 | 40 000 | 40 034 | 40 034 | 281 468 CHF | 282 268 CHF | 99,68% | 99,68% |
08/11/2024 | 0,30% | 6,93 CHF | 6,95 CHF | 41 000 | 41 000 | 39 121 | 39 121 | 277 100 CHF | 277 903 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 7,73 CHF | 7,75 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 302 526 CHF | 303 309 CHF | 100,00% | 100,00% |