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% | 7,72 CHF | 7,73 CHF | 100 000 | 100 000 | 43 923 | 43 923 | 339 988 CHF | 340 428 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 7,64 CHF | 7,65 CHF | 100 000 | 100 000 | 45 726 | 45 726 | 346 836 CHF | 347 294 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 7,71 CHF | 7,72 CHF | 100 000 | 100 000 | 44 138 | 44 138 | 337 483 CHF | 337 925 CHF | 99,90% | 99,90% |
15/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 100 000 | 100 000 | 44 477 | 44 477 | 352 317 CHF | 352 763 CHF | 99,85% | 99,85% |
14/11/2024 | 0,21% | 8,10 CHF | 8,13 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 253 505 CHF | 254 079 CHF | 98,97% | 98,97% |
13/11/2024 | 0,13% | 8,07 CHF | 8,08 CHF | 98 000 | 98 000 | 43 920 | 43 920 | 355 752 CHF | 356 192 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,15 CHF | 8,16 CHF | 97 000 | 97 000 | 43 715 | 43 715 | 356 950 CHF | 357 388 CHF | 97,99% | 97,99% |
11/11/2024 | 0,12% | 8,06 CHF | 8,07 CHF | 98 000 | 98 000 | 44 142 | 44 142 | 358 725 CHF | 359 166 CHF | 99,50% | 99,50% |
08/11/2024 | 0,13% | 8,11 CHF | 8,12 CHF | 98 000 | 98 000 | 43 876 | 43 876 | 357 413 CHF | 357 854 CHF | 99,18% | 99,18% |
07/11/2024 | 0,13% | 8,15 CHF | 8,16 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 352 449 CHF | 352 892 CHF | 99,74% | 99,74% |