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 | 0,14% | 7,04 CHF | 7,05 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 510 386 CHF | 511 104 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 6,98 CHF | 6,99 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 509 501 CHF | 510 238 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 6,96 CHF | 6,97 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 510 412 CHF | 511 149 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 6,88 CHF | 6,89 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 511 507 CHF | 512 244 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 507 257 CHF | 507 980 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 6,98 CHF | 6,99 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 510 846 CHF | 511 581 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,07 CHF | 7,08 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 508 721 CHF | 509 438 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 514 535 CHF | 515 252 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 511 226 CHF | 511 943 CHF | 99,18% | 99,18% |
07/11/2024 | 0,14% | 7,09 CHF | 7,10 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 508 094 CHF | 508 819 CHF | 100,00% | 100,00% |