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% | 7,45 CHF | 7,46 CHF | 100 000 | 100 000 | 43 924 | 43 924 | 327 947 CHF | 328 387 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 7,36 CHF | 7,37 CHF | 100 000 | 100 000 | 45 724 | 45 724 | 334 325 CHF | 334 783 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 7,44 CHF | 7,45 CHF | 100 000 | 100 000 | 44 142 | 44 142 | 325 400 CHF | 325 842 CHF | 99,90% | 99,90% |
15/11/2024 | 0,13% | 7,53 CHF | 7,54 CHF | 100 000 | 100 000 | 44 476 | 44 476 | 340 078 CHF | 340 524 CHF | 99,85% | 99,85% |
14/11/2024 | 0,21% | 7,83 CHF | 7,86 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 244 907 CHF | 245 481 CHF | 98,97% | 98,97% |
13/11/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 98 000 | 98 000 | 43 921 | 43 921 | 343 743 CHF | 344 183 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,88 CHF | 7,89 CHF | 97 000 | 97 000 | 43 714 | 43 714 | 345 022 CHF | 345 460 CHF | 97,99% | 97,99% |
11/11/2024 | 0,13% | 7,79 CHF | 7,80 CHF | 98 000 | 98 000 | 44 145 | 44 145 | 346 743 CHF | 347 184 CHF | 99,50% | 99,50% |
08/11/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 98 000 | 98 000 | 43 878 | 43 878 | 345 599 CHF | 346 040 CHF | 99,18% | 99,18% |
07/11/2024 | 0,13% | 7,88 CHF | 7,89 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 340 511 CHF | 340 954 CHF | 99,74% | 99,74% |