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 | 0,29% | 6,76 CHF | 6,78 CHF | 49 700 | 49 700 | 49 099 | 49 099 | 333 589 CHF | 334 571 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 7,00 CHF | 7,02 CHF | 48 700 | 48 700 | 50 267 | 50 267 | 349 445 CHF | 350 450 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 6,78 CHF | 6,80 CHF | 51 300 | 51 300 | 51 180 | 51 180 | 343 395 CHF | 344 419 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 6,65 CHF | 6,67 CHF | 51 200 | 51 200 | 51 506 | 51 506 | 342 463 CHF | 343 494 CHF | 98,67% | 98,67% |
14/11/2024 | 0,30% | 6,69 CHF | 6,71 CHF | 51 700 | 51 700 | 49 400 | 49 400 | 326 070 CHF | 327 058 CHF | 99,91% | 99,91% |
13/11/2024 | 0,29% | 6,93 CHF | 6,95 CHF | 47 900 | 47 900 | 47 540 | 47 540 | 332 943 CHF | 333 894 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,07 CHF | 7,09 CHF | 47 300 | 47 300 | 46 939 | 46 939 | 332 439 CHF | 333 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 7,19 CHF | 7,21 CHF | 46 700 | 46 700 | 44 355 | 44 355 | 321 166 CHF | 322 053 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 7,64 CHF | 7,66 CHF | 42 900 | 42 900 | 43 683 | 43 683 | 339 613 CHF | 340 487 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 7,78 CHF | 7,80 CHF | 44 200 | 44 200 | 44 563 | 44 563 | 338 416 CHF | 339 308 CHF | 100,00% | 100,00% |