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% | 7,92 CHF | 7,93 CHF | 67 400 | 67 400 | 66 860 | 66 860 | 531 312 CHF | 531 981 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,10 CHF | 8,11 CHF | 66 500 | 66 500 | 67 886 | 67 886 | 547 233 CHF | 547 912 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 68 800 | 68 800 | 68 740 | 68 740 | 541 893 CHF | 542 580 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 68 800 | 68 800 | 69 106 | 69 106 | 541 694 CHF | 542 386 CHF | 98,67% | 98,67% |
14/11/2024 | 0,13% | 7,87 CHF | 7,88 CHF | 69 300 | 69 300 | 67 179 | 67 179 | 524 165 CHF | 524 837 CHF | 99,79% | 99,79% |
13/11/2024 | 0,12% | 8,04 CHF | 8,05 CHF | 65 800 | 65 800 | 65 500 | 65 500 | 530 029 CHF | 530 684 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,14 CHF | 8,15 CHF | 65 400 | 65 400 | 65 039 | 65 039 | 529 957 CHF | 530 607 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,23 CHF | 8,24 CHF | 64 800 | 64 800 | 62 636 | 62 636 | 517 468 CHF | 518 094 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 61 200 | 61 200 | 61 983 | 61 983 | 534 980 CHF | 535 599 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,63 CHF | 8,64 CHF | 62 500 | 62 500 | 62 863 | 62 863 | 534 604 CHF | 535 233 CHF | 100,00% | 100,00% |