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 | 0,28% | 7,38 CHF | 7,40 CHF | 34 200 | 34 200 | 33 838 | 33 838 | 242 569 CHF | 243 246 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 7,18 CHF | 7,20 CHF | 33 600 | 33 600 | 34 563 | 34 563 | 250 698 CHF | 251 389 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 7,00 CHF | 7,02 CHF | 35 200 | 35 200 | 35 864 | 35 864 | 250 661 CHF | 251 378 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 6,99 CHF | 7,01 CHF | 36 400 | 36 400 | 35 739 | 35 739 | 244 226 CHF | 244 941 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 6,85 CHF | 6,87 CHF | 35 300 | 35 300 | 35 421 | 35 421 | 246 590 CHF | 247 298 CHF | 99,79% | 99,79% |
13/11/2024 | 0,29% | 7,16 CHF | 7,18 CHF | 35 500 | 35 500 | 34 896 | 34 896 | 241 887 CHF | 242 585 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 7,04 CHF | 7,06 CHF | 34 500 | 34 500 | 34 922 | 34 922 | 244 717 CHF | 245 416 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 6,92 CHF | 6,94 CHF | 35 200 | 35 200 | 35 743 | 35 743 | 246 437 CHF | 247 152 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 6,86 CHF | 6,88 CHF | 36 200 | 36 200 | 37 225 | 37 225 | 251 685 CHF | 252 430 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 6,56 CHF | 6,58 CHF | 37 900 | 37 900 | 36 157 | 36 157 | 234 007 CHF | 234 730 CHF | 100,00% | 100,00% |