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% | 7,35 CHF | 7,36 CHF | 100 000 | 100 000 | 43 924 | 43 924 | 323 684 CHF | 324 124 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 7,27 CHF | 7,28 CHF | 100 000 | 100 000 | 45 718 | 45 718 | 329 854 CHF | 330 312 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 7,34 CHF | 7,35 CHF | 100 000 | 100 000 | 44 140 | 44 140 | 321 105 CHF | 321 547 CHF | 99,90% | 99,90% |
15/11/2024 | 0,14% | 7,44 CHF | 7,45 CHF | 100 000 | 100 000 | 44 476 | 44 476 | 335 750 CHF | 336 196 CHF | 99,85% | 99,85% |
14/11/2024 | 0,22% | 7,73 CHF | 7,76 CHF | 48 500 | 48 500 | 31 258 | 31 258 | 241 795 CHF | 242 369 CHF | 98,97% | 98,97% |
13/11/2024 | 0,13% | 7,70 CHF | 7,71 CHF | 98 000 | 98 000 | 43 924 | 43 924 | 339 541 CHF | 339 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,78 CHF | 7,79 CHF | 97 000 | 97 000 | 43 714 | 43 714 | 340 806 CHF | 341 244 CHF | 97,99% | 97,99% |
11/11/2024 | 0,13% | 7,69 CHF | 7,70 CHF | 98 000 | 98 000 | 44 142 | 44 142 | 342 468 CHF | 342 910 CHF | 99,50% | 99,50% |
08/11/2024 | 0,13% | 7,75 CHF | 7,76 CHF | 98 000 | 98 000 | 43 873 | 43 873 | 341 370 CHF | 341 811 CHF | 99,18% | 99,18% |
07/11/2024 | 0,14% | 7,79 CHF | 7,80 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 336 309 CHF | 336 752 CHF | 99,74% | 99,74% |