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% | 7,86 CHF | 7,87 CHF | 15 540 | 15 540 | 15 327 | 15 327 | 117 753 CHF | 117 907 CHF | 100,00% | 100,00% |
19/11/2024 | 0,13% | 7,76 CHF | 7,77 CHF | 15 520 | 15 520 | 15 340 | 15 340 | 118 627 CHF | 118 781 CHF | 98,97% | 98,97% |
18/11/2024 | 0,14% | 7,51 CHF | 7,52 CHF | 15 400 | 15 400 | 15 205 | 15 205 | 113 037 CHF | 113 190 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 7,30 CHF | 7,31 CHF | 15 270 | 15 270 | 15 225 | 15 225 | 109 219 CHF | 109 371 CHF | 71,78% | 71,78% |
14/11/2024 | 0,15% | 6,60 CHF | 6,61 CHF | 14 890 | 14 890 | 14 793 | 14 793 | 99 374 CHF | 99 522 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,54 CHF | 6,55 CHF | 14 790 | 14 790 | 14 646 | 14 646 | 94 501 CHF | 94 648 CHF | 98,57% | 98,57% |
12/11/2024 | 0,16% | 6,58 CHF | 6,59 CHF | 14 840 | 14 840 | 14 664 | 14 664 | 95 468 CHF | 95 615 CHF | 99,69% | 99,69% |
11/11/2024 | 0,16% | 6,22 CHF | 6,23 CHF | 14 660 | 14 660 | 14 528 | 14 528 | 90 461 CHF | 90 607 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,55 CHF | 6,56 CHF | 14 850 | 14 850 | 14 675 | 14 675 | 94 622 CHF | 94 769 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,18 CHF | 6,19 CHF | 14 700 | 14 700 | 14 610 | 14 610 | 91 087 CHF | 91 233 CHF | 100,00% | 100,00% |