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% | 7,50 CHF | 7,51 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 154 133 CHF | 154 432 CHF | 99,75% | 99,75% |
19/11/2024 | 0,25% | 7,44 CHF | 7,45 CHF | 52 000 | 52 000 | 20 967 | 20 967 | 152 743 CHF | 153 048 CHF | 99,97% | 99,97% |
18/11/2024 | 0,25% | 7,32 CHF | 7,33 CHF | 52 000 | 52 000 | 20 444 | 20 444 | 146 775 CHF | 147 070 CHF | 99,82% | 99,82% |
15/11/2024 | 0,23% | 7,30 CHF | 7,31 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 151 088 CHF | 151 377 CHF | 98,81% | 98,81% |
14/11/2024 | 0,23% | 7,97 CHF | 7,98 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 155 104 CHF | 155 386 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 7,85 CHF | 7,86 CHF | 50 000 | 50 000 | 19 512 | 19 512 | 156 832 CHF | 157 114 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 8,20 CHF | 8,21 CHF | 49 000 | 49 000 | 18 146 | 18 146 | 150 339 CHF | 150 597 CHF | 95,66% | 99,59% |
11/11/2024 | 0,21% | 8,42 CHF | 8,43 CHF | 48 000 | 48 000 | 18 664 | 18 664 | 159 901 CHF | 160 171 CHF | 99,47% | 99,47% |
08/11/2024 | 0,20% | 8,63 CHF | 8,64 CHF | 47 000 | 47 000 | 18 328 | 18 328 | 161 088 CHF | 161 353 CHF | 99,86% | 99,86% |
07/11/2024 | 0,40% | 9,12 CHF | 9,13 CHF | 45 000 | 45 000 | 14 289 | 14 289 | 123 857 CHF | 124 117 CHF | 97,52% | 97,52% |