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 | 0,44% | 7,07 CHF | 7,08 CHF | 29 000 | 29 000 | 13 431 | 13 431 | 94 699 CHF | 95 017 CHF | 99,45% | 99,45% |
19/11/2024 | 0,44% | 7,03 CHF | 7,04 CHF | 29 000 | 29 000 | 13 412 | 13 412 | 94 284 CHF | 94 601 CHF | 98,20% | 98,20% |
18/11/2024 | 0,43% | 7,18 CHF | 7,19 CHF | 29 000 | 29 000 | 13 412 | 13 412 | 96 831 CHF | 97 150 CHF | 99,69% | 99,69% |
15/11/2024 | 0,44% | 7,25 CHF | 7,26 CHF | 29 000 | 29 000 | 13 440 | 13 440 | 96 292 CHF | 96 612 CHF | 99,33% | 99,33% |
14/11/2024 | 0,42% | 7,30 CHF | 7,31 CHF | 29 000 | 29 000 | 12 995 | 12 995 | 95 402 CHF | 95 704 CHF | 98,03% | 98,03% |
13/11/2024 | 0,43% | 7,39 CHF | 7,40 CHF | 28 000 | 28 000 | 13 287 | 13 287 | 96 689 CHF | 97 007 CHF | 99,31% | 99,31% |
12/11/2024 | 0,42% | 7,25 CHF | 7,26 CHF | 29 000 | 29 000 | 13 161 | 13 161 | 96 463 CHF | 96 770 CHF | 99,50% | 99,50% |
11/11/2024 | 0,43% | 7,35 CHF | 7,36 CHF | 29 000 | 29 000 | 13 151 | 13 151 | 96 246 CHF | 96 559 CHF | 99,22% | 99,22% |
08/11/2024 | 0,45% | 7,18 CHF | 7,19 CHF | 29 000 | 29 000 | 13 514 | 13 514 | 94 892 CHF | 95 211 CHF | 98,12% | 98,12% |
07/11/2024 | 0,43% | 7,02 CHF | 7,03 CHF | 30 000 | 30 000 | 13 519 | 13 519 | 96 752 CHF | 97 071 CHF | 98,63% | 98,63% |