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 | 0,25% | 7,26 CHF | 7,27 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 149 071 CHF | 149 369 CHF | 99,76% | 99,76% |
19/11/2024 | 0,26% | 7,19 CHF | 7,20 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 147 495 CHF | 147 801 CHF | 99,97% | 99,97% |
18/11/2024 | 0,26% | 7,07 CHF | 7,08 CHF | 52 000 | 52 000 | 20 469 | 20 469 | 141 820 CHF | 142 115 CHF | 99,89% | 99,89% |
15/11/2024 | 0,24% | 7,05 CHF | 7,06 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 146 086 CHF | 146 374 CHF | 98,81% | 98,81% |
14/11/2024 | 0,23% | 7,72 CHF | 7,73 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 150 324 CHF | 150 606 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 7,61 CHF | 7,62 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 152 040 CHF | 152 323 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 7,96 CHF | 7,97 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 145 786 CHF | 146 042 CHF | 95,89% | 99,82% |
11/11/2024 | 0,21% | 8,18 CHF | 8,19 CHF | 48 000 | 48 000 | 18 700 | 18 700 | 155 732 CHF | 156 001 CHF | 99,59% | 99,59% |
08/11/2024 | 0,21% | 8,39 CHF | 8,40 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 157 096 CHF | 157 361 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 8,89 CHF | 8,90 CHF | 45 000 | 45 000 | 14 459 | 14 459 | 122 000 CHF | 122 261 CHF | 98,05% | 98,05% |