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% | 7,31 CHF | 7,32 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 150 258 CHF | 150 556 CHF | 99,75% | 99,75% |
19/11/2024 | 0,26% | 7,25 CHF | 7,26 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 148 758 CHF | 149 064 CHF | 99,97% | 99,97% |
18/11/2024 | 0,26% | 7,13 CHF | 7,14 CHF | 52 000 | 52 000 | 20 444 | 20 444 | 142 880 CHF | 143 174 CHF | 99,82% | 99,82% |
15/11/2024 | 0,24% | 7,11 CHF | 7,12 CHF | 52 000 | 52 000 | 20 059 | 20 059 | 147 273 CHF | 147 561 CHF | 98,81% | 98,81% |
14/11/2024 | 0,23% | 7,78 CHF | 7,79 CHF | 49 000 | 49 000 | 19 451 | 19 451 | 151 386 CHF | 151 668 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 7,66 CHF | 7,67 CHF | 50 000 | 50 000 | 19 513 | 19 513 | 153 127 CHF | 153 409 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 8,01 CHF | 8,02 CHF | 49 000 | 49 000 | 18 151 | 18 151 | 146 961 CHF | 147 219 CHF | 95,66% | 99,59% |
11/11/2024 | 0,21% | 8,23 CHF | 8,24 CHF | 48 000 | 48 000 | 18 665 | 18 665 | 156 395 CHF | 156 665 CHF | 99,48% | 99,48% |
08/11/2024 | 0,21% | 8,44 CHF | 8,45 CHF | 47 000 | 47 000 | 18 342 | 18 342 | 157 780 CHF | 158 045 CHF | 99,91% | 99,91% |
07/11/2024 | 0,41% | 8,93 CHF | 8,94 CHF | 45 000 | 45 000 | 14 295 | 14 295 | 121 245 CHF | 121 505 CHF | 97,54% | 97,54% |