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% | 7,00 CHF | 7,01 CHF | 100 000 | 100 000 | 43 873 | 43 873 | 307 929 CHF | 308 368 CHF | 99,81% | 99,81% |
19/11/2024 | 0,15% | 6,92 CHF | 6,93 CHF | 100 000 | 100 000 | 45 677 | 45 677 | 313 558 CHF | 314 015 CHF | 99,92% | 99,92% |
18/11/2024 | 0,15% | 6,99 CHF | 7,00 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 304 741 CHF | 305 182 CHF | 99,53% | 99,53% |
15/11/2024 | 0,14% | 7,08 CHF | 7,09 CHF | 100 000 | 100 000 | 44 336 | 44 336 | 319 134 CHF | 319 579 CHF | 99,59% | 99,59% |
14/11/2024 | 0,23% | 7,38 CHF | 7,41 CHF | 48 500 | 48 500 | 31 250 | 31 250 | 230 783 CHF | 231 356 CHF | 98,88% | 98,88% |
13/11/2024 | 0,14% | 7,35 CHF | 7,36 CHF | 98 000 | 98 000 | 43 817 | 43 817 | 323 486 CHF | 323 925 CHF | 99,48% | 99,48% |
12/11/2024 | 0,14% | 7,44 CHF | 7,45 CHF | 97 000 | 97 000 | 43 564 | 43 564 | 324 498 CHF | 324 934 CHF | 97,69% | 97,69% |
11/11/2024 | 0,14% | 7,34 CHF | 7,35 CHF | 98 000 | 98 000 | 44 057 | 44 057 | 326 559 CHF | 327 000 CHF | 99,34% | 99,34% |
08/11/2024 | 0,14% | 7,40 CHF | 7,41 CHF | 98 000 | 98 000 | 43 872 | 43 872 | 326 303 CHF | 326 744 CHF | 99,20% | 99,20% |
07/11/2024 | 0,14% | 7,44 CHF | 7,45 CHF | 97 000 | 97 000 | 44 201 | 44 201 | 321 237 CHF | 321 680 CHF | 99,74% | 99,74% |