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 | 0,14% | 7,22 CHF | 7,23 CHF | 29 000 | 29 000 | 28 727 | 28 727 | 208 519 CHF | 208 807 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 7,15 CHF | 7,16 CHF | 29 000 | 29 000 | 28 725 | 28 725 | 206 748 CHF | 207 036 CHF | 98,92% | 98,92% |
18/11/2024 | 0,14% | 7,11 CHF | 7,12 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 208 528 CHF | 208 826 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 30 000 | 30 000 | 30 077 | 30 077 | 204 592 CHF | 204 893 CHF | 71,75% | 71,75% |
14/11/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 30 000 | 30 000 | 30 481 | 30 481 | 202 290 CHF | 202 595 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 30 000 | 30 000 | 30 455 | 30 455 | 204 869 CHF | 205 174 CHF | 99,35% | 99,35% |
12/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 31 000 | 31 000 | 29 861 | 29 861 | 202 479 CHF | 202 778 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 6,91 CHF | 6,92 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 207 117 CHF | 207 414 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,51 CHF | 6,52 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 200 090 CHF | 200 397 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,63 CHF | 6,64 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 203 570 CHF | 203 877 CHF | 100,00% | 100,00% |