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% | 7,48 CHF | 7,49 CHF | 34 000 | 34 000 | 33 326 | 33 326 | 250 800 CHF | 251 133 CHF | 99,38% | 99,38% |
19/11/2024 | 0,14% | 7,42 CHF | 7,43 CHF | 34 000 | 34 000 | 33 955 | 33 955 | 250 183 CHF | 250 523 CHF | 97,93% | 97,93% |
18/11/2024 | 0,13% | 7,71 CHF | 7,72 CHF | 33 000 | 33 000 | 32 509 | 32 509 | 251 868 CHF | 252 194 CHF | 99,88% | 99,88% |
15/11/2024 | 0,13% | 7,79 CHF | 7,80 CHF | 32 000 | 32 000 | 31 665 | 31 665 | 250 980 CHF | 251 297 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 8,07 CHF | 8,08 CHF | 31 000 | 31 000 | 31 773 | 31 773 | 251 084 CHF | 251 402 CHF | 98,60% | 98,60% |
13/11/2024 | 0,13% | 7,75 CHF | 7,76 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 249 192 CHF | 249 512 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,67 CHF | 7,68 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 249 552 CHF | 249 872 CHF | 99,89% | 99,89% |
11/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 248 249 CHF | 248 569 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,65 CHF | 7,66 CHF | 32 000 | 32 000 | 32 270 | 32 270 | 246 551 CHF | 246 874 CHF | 98,60% | 98,60% |
07/11/2024 | 0,13% | 7,70 CHF | 7,71 CHF | 32 000 | 32 000 | 31 983 | 31 983 | 249 384 CHF | 249 704 CHF | 100,00% | 100,00% |