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% | 7,10 CHF | 7,11 CHF | 100 000 | 100 000 | 43 894 | 43 894 | 312 595 CHF | 313 035 CHF | 99,84% | 99,84% |
19/11/2024 | 0,15% | 7,02 CHF | 7,03 CHF | 100 000 | 100 000 | 45 728 | 45 728 | 318 618 CHF | 319 076 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 7,10 CHF | 7,11 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 309 287 CHF | 309 728 CHF | 99,53% | 99,53% |
15/11/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 100 000 | 100 000 | 44 382 | 44 382 | 324 060 CHF | 324 505 CHF | 99,68% | 99,68% |
14/11/2024 | 0,22% | 7,48 CHF | 7,51 CHF | 48 500 | 48 500 | 31 246 | 31 246 | 233 994 CHF | 234 567 CHF | 98,91% | 98,91% |
13/11/2024 | 0,14% | 7,46 CHF | 7,47 CHF | 98 000 | 98 000 | 43 809 | 43 809 | 327 922 CHF | 328 361 CHF | 99,61% | 99,61% |
12/11/2024 | 0,13% | 7,54 CHF | 7,55 CHF | 97 000 | 97 000 | 43 544 | 43 544 | 328 831 CHF | 329 267 CHF | 97,65% | 97,65% |
11/11/2024 | 0,13% | 7,45 CHF | 7,46 CHF | 98 000 | 98 000 | 44 000 | 44 000 | 330 655 CHF | 331 096 CHF | 99,23% | 99,23% |
08/11/2024 | 0,14% | 7,50 CHF | 7,51 CHF | 98 000 | 98 000 | 43 874 | 43 874 | 330 785 CHF | 331 226 CHF | 99,20% | 99,20% |
07/11/2024 | 0,14% | 7,54 CHF | 7,55 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 325 590 CHF | 326 033 CHF | 99,74% | 99,74% |