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% | 7,46 CHF | 7,47 CHF | 34 000 | 34 000 | 33 323 | 33 323 | 250 049 CHF | 250 382 CHF | 98,88% | 98,88% |
19/11/2024 | 0,14% | 7,39 CHF | 7,40 CHF | 34 000 | 34 000 | 33 955 | 33 955 | 249 408 CHF | 249 747 CHF | 97,93% | 97,93% |
18/11/2024 | 0,13% | 7,69 CHF | 7,70 CHF | 33 000 | 33 000 | 32 510 | 32 510 | 251 178 CHF | 251 504 CHF | 99,89% | 99,89% |
15/11/2024 | 0,13% | 7,77 CHF | 7,78 CHF | 32 000 | 32 000 | 31 665 | 31 665 | 250 354 CHF | 250 671 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 8,04 CHF | 8,05 CHF | 31 000 | 31 000 | 31 774 | 31 774 | 250 386 CHF | 250 704 CHF | 98,64% | 98,64% |
13/11/2024 | 0,13% | 7,73 CHF | 7,74 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 248 540 CHF | 248 860 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,65 CHF | 7,66 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 248 902 CHF | 249 222 CHF | 99,88% | 99,88% |
11/11/2024 | 0,13% | 7,79 CHF | 7,80 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 247 593 CHF | 247 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,63 CHF | 7,64 CHF | 32 000 | 32 000 | 32 270 | 32 270 | 245 868 CHF | 246 191 CHF | 98,60% | 98,60% |
07/11/2024 | 0,13% | 7,68 CHF | 7,69 CHF | 32 000 | 32 000 | 31 983 | 31 983 | 248 726 CHF | 249 046 CHF | 100,00% | 100,00% |