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% | 7,54 CHF | 7,55 CHF | 100 000 | 100 000 | 43 923 | 43 923 | 332 234 CHF | 332 674 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 7,46 CHF | 7,47 CHF | 100 000 | 100 000 | 45 724 | 45 724 | 338 760 CHF | 339 218 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 7,54 CHF | 7,55 CHF | 100 000 | 100 000 | 44 140 | 44 140 | 329 692 CHF | 330 134 CHF | 99,90% | 99,90% |
15/11/2024 | 0,13% | 7,63 CHF | 7,64 CHF | 100 000 | 100 000 | 44 476 | 44 476 | 344 418 CHF | 344 864 CHF | 99,85% | 99,85% |
14/11/2024 | 0,21% | 7,92 CHF | 7,95 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 247 965 CHF | 248 538 CHF | 98,97% | 98,97% |
13/11/2024 | 0,13% | 7,89 CHF | 7,90 CHF | 98 000 | 98 000 | 43 921 | 43 921 | 348 037 CHF | 348 477 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 97 000 | 97 000 | 43 714 | 43 714 | 349 263 CHF | 349 700 CHF | 97,99% | 97,99% |
11/11/2024 | 0,13% | 7,88 CHF | 7,89 CHF | 98 000 | 98 000 | 44 146 | 44 146 | 351 023 CHF | 351 465 CHF | 99,50% | 99,50% |
08/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 98 000 | 98 000 | 43 879 | 43 879 | 349 808 CHF | 350 249 CHF | 99,18% | 99,18% |
07/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 97 000 | 97 000 | 44 201 | 44 201 | 344 920 CHF | 345 363 CHF | 99,74% | 99,74% |