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 | 0,24% | 7,45 CHF | 7,46 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 153 087 CHF | 153 386 CHF | 99,75% | 99,75% |
19/11/2024 | 0,25% | 7,39 CHF | 7,40 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 151 602 CHF | 151 908 CHF | 99,97% | 99,97% |
18/11/2024 | 0,25% | 7,26 CHF | 7,27 CHF | 52 000 | 52 000 | 20 468 | 20 468 | 145 824 CHF | 146 120 CHF | 99,89% | 99,89% |
15/11/2024 | 0,23% | 7,24 CHF | 7,25 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 150 046 CHF | 150 335 CHF | 98,81% | 98,81% |
14/11/2024 | 0,23% | 7,92 CHF | 7,93 CHF | 49 000 | 49 000 | 19 456 | 19 456 | 154 164 CHF | 154 446 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 7,80 CHF | 7,81 CHF | 50 000 | 50 000 | 19 510 | 19 510 | 155 860 CHF | 156 143 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 8,15 CHF | 8,16 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 149 340 CHF | 149 597 CHF | 95,89% | 99,82% |
11/11/2024 | 0,21% | 8,37 CHF | 8,38 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 159 354 CHF | 159 624 CHF | 99,59% | 99,59% |
08/11/2024 | 0,20% | 8,59 CHF | 8,60 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 160 638 CHF | 160 903 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 9,08 CHF | 9,09 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 124 786 CHF | 125 047 CHF | 98,05% | 98,05% |