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 | 0,64% | 7,02 CHF | 7,04 CHF | 5 510 | 5 510 | 3 652 | 3 652 | 26 171 CHF | 26 325 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 7,07 CHF | 7,09 CHF | 5 510 | 5 510 | 3 679 | 3 679 | 26 107 CHF | 26 262 CHF | 99,08% | 99,08% |
18/11/2024 | 0,66% | 7,26 CHF | 7,28 CHF | 5 430 | 5 430 | 3 692 | 3 692 | 26 050 CHF | 26 206 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 6,89 CHF | 6,91 CHF | 5 600 | 5 600 | 3 674 | 3 674 | 25 838 CHF | 25 998 CHF | 72,05% | 72,05% |
14/11/2024 | 0,63% | 7,23 CHF | 7,25 CHF | 5 450 | 5 450 | 3 613 | 3 613 | 26 483 CHF | 26 635 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 7,42 CHF | 7,44 CHF | 5 360 | 5 360 | 3 571 | 3 571 | 26 824 CHF | 26 975 CHF | 99,92% | 99,92% |
12/11/2024 | 0,60% | 7,61 CHF | 7,63 CHF | 5 290 | 5 290 | 3 504 | 3 504 | 27 159 CHF | 27 307 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 7,85 CHF | 7,87 CHF | 5 210 | 5 210 | 3 483 | 3 483 | 27 384 CHF | 27 531 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 8,01 CHF | 8,03 CHF | 5 170 | 5 170 | 3 466 | 3 466 | 27 721 CHF | 27 868 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 7,89 CHF | 7,91 CHF | 5 240 | 5 240 | 3 533 | 3 533 | 27 513 CHF | 27 663 CHF | 100,00% | 100,00% |