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% | 7,68 CHF | 7,69 CHF | 100 000 | 100 000 | 43 876 | 43 876 | 337 797 CHF | 338 236 CHF | 99,81% | 99,81% |
19/11/2024 | 0,14% | 7,59 CHF | 7,60 CHF | 100 000 | 100 000 | 45 673 | 45 673 | 344 512 CHF | 344 969 CHF | 99,91% | 99,91% |
18/11/2024 | 0,13% | 7,67 CHF | 7,68 CHF | 100 000 | 100 000 | 44 021 | 44 021 | 334 736 CHF | 335 177 CHF | 99,53% | 99,53% |
15/11/2024 | 0,13% | 7,77 CHF | 7,78 CHF | 100 000 | 100 000 | 44 360 | 44 360 | 349 562 CHF | 350 007 CHF | 99,64% | 99,64% |
14/11/2024 | 0,21% | 8,06 CHF | 8,09 CHF | 48 500 | 48 500 | 31 235 | 31 235 | 251 983 CHF | 252 555 CHF | 98,84% | 98,84% |
13/11/2024 | 0,13% | 8,03 CHF | 8,04 CHF | 98 000 | 98 000 | 43 780 | 43 780 | 352 869 CHF | 353 308 CHF | 99,74% | 99,74% |
12/11/2024 | 0,13% | 8,11 CHF | 8,12 CHF | 97 000 | 97 000 | 43 521 | 43 521 | 353 621 CHF | 354 056 CHF | 97,61% | 97,61% |
11/11/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 98 000 | 98 000 | 44 006 | 44 006 | 355 868 CHF | 356 309 CHF | 99,24% | 99,24% |
08/11/2024 | 0,13% | 8,07 CHF | 8,08 CHF | 98 000 | 98 000 | 43 873 | 43 873 | 355 663 CHF | 356 104 CHF | 99,20% | 99,20% |
07/11/2024 | 0,13% | 8,11 CHF | 8,12 CHF | 97 000 | 97 000 | 44 202 | 44 202 | 350 849 CHF | 351 292 CHF | 99,74% | 99,74% |