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 | 0,13% | 7,79 CHF | 7,80 CHF | 34 000 | 34 000 | 33 323 | 33 323 | 261 100 CHF | 261 433 CHF | 98,88% | 98,88% |
19/11/2024 | 0,13% | 7,72 CHF | 7,73 CHF | 34 000 | 34 000 | 33 956 | 33 956 | 260 656 CHF | 260 996 CHF | 97,93% | 97,93% |
18/11/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 33 000 | 33 000 | 32 509 | 32 509 | 261 979 CHF | 262 304 CHF | 99,90% | 99,90% |
15/11/2024 | 0,12% | 8,10 CHF | 8,11 CHF | 32 000 | 32 000 | 31 665 | 31 665 | 260 888 CHF | 261 204 CHF | 100,00% | 100,00% |
14/11/2024 | 0,12% | 8,38 CHF | 8,39 CHF | 31 000 | 31 000 | 31 773 | 31 773 | 260 945 CHF | 261 263 CHF | 98,58% | 98,58% |
13/11/2024 | 0,12% | 8,06 CHF | 8,07 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 259 181 CHF | 259 501 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 7,98 CHF | 7,99 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 259 546 CHF | 259 866 CHF | 99,88% | 99,88% |
11/11/2024 | 0,12% | 8,12 CHF | 8,13 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 258 237 CHF | 258 557 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,96 CHF | 7,97 CHF | 32 000 | 32 000 | 32 270 | 32 270 | 256 624 CHF | 256 947 CHF | 98,60% | 98,60% |
07/11/2024 | 0,12% | 8,01 CHF | 8,02 CHF | 32 000 | 32 000 | 31 982 | 31 982 | 259 350 CHF | 259 670 CHF | 100,00% | 100,00% |