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% | 7,74 CHF | 7,75 CHF | 74 500 | 74 500 | 73 395 | 73 395 | 581 189 CHF | 581 924 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 7,76 CHF | 7,77 CHF | 73 000 | 73 000 | 72 323 | 72 323 | 556 074 CHF | 556 798 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 8,05 CHF | 8,06 CHF | 72 000 | 72 000 | 71 279 | 71 279 | 573 281 CHF | 573 995 CHF | 100,00% | 100,00% |
15/11/2024 | 0,12% | 8,10 CHF | 8,11 CHF | 71 500 | 71 500 | 71 062 | 71 062 | 580 640 CHF | 581 351 CHF | 84,69% | 84,69% |
14/11/2024 | 0,12% | 8,23 CHF | 8,24 CHF | 74 000 | 74 000 | 73 342 | 73 342 | 599 178 CHF | 599 912 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,73 CHF | 7,74 CHF | 74 500 | 74 500 | 73 709 | 73 709 | 575 352 CHF | 576 090 CHF | 98,83% | 98,83% |
12/11/2024 | 0,12% | 7,83 CHF | 7,84 CHF | 69 500 | 69 500 | 67 967 | 67 967 | 558 359 CHF | 559 039 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,62 CHF | 8,63 CHF | 70 500 | 70 500 | 69 591 | 69 591 | 600 989 CHF | 601 686 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,20 CHF | 8,21 CHF | 69 500 | 69 500 | 68 766 | 68 766 | 567 895 CHF | 568 583 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,56 CHF | 8,57 CHF | 72 500 | 72 500 | 71 956 | 71 956 | 606 517 CHF | 607 238 CHF | 100,00% | 100,00% |