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 | 0,26% | 7,48 CHF | 7,50 CHF | 14 100 | 14 100 | 14 064 | 14 064 | 109 455 CHF | 109 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 7,09 CHF | 7,11 CHF | 15 100 | 15 100 | 15 038 | 15 038 | 101 355 CHF | 101 655 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 6,89 CHF | 6,91 CHF | 15 700 | 15 700 | 15 635 | 15 635 | 105 024 CHF | 105 337 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 6,43 CHF | 6,45 CHF | 13 800 | 13 800 | 13 735 | 13 735 | 93 104 CHF | 93 379 CHF | 99,90% | 99,90% |
14/11/2024 | 0,28% | 7,35 CHF | 7,37 CHF | 14 100 | 14 100 | 14 164 | 14 164 | 102 883 CHF | 103 166 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 7,13 CHF | 7,15 CHF | 14 100 | 14 100 | 14 015 | 14 015 | 95 852 CHF | 96 133 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 7,61 CHF | 7,63 CHF | 13 100 | 13 100 | 13 046 | 13 046 | 101 149 CHF | 101 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 7,84 CHF | 7,86 CHF | 13 200 | 13 200 | 13 146 | 13 146 | 107 732 CHF | 107 995 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 7,87 CHF | 7,89 CHF | 13 500 | 13 500 | 13 444 | 13 444 | 105 611 CHF | 105 880 CHF | 99,20% | 99,20% |
07/11/2024 | 0,28% | 7,57 CHF | 7,59 CHF | 16 800 | 16 800 | 16 879 | 16 879 | 120 885 CHF | 121 222 CHF | 100,00% | 100,00% |