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% | 7,56 CHF | 7,57 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 155 386 CHF | 155 685 CHF | 99,75% | 99,75% |
19/11/2024 | 0,25% | 7,50 CHF | 7,51 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 153 950 CHF | 154 255 CHF | 99,97% | 99,97% |
18/11/2024 | 0,25% | 7,38 CHF | 7,39 CHF | 52 000 | 52 000 | 20 469 | 20 469 | 148 124 CHF | 148 419 CHF | 99,89% | 99,89% |
15/11/2024 | 0,23% | 7,36 CHF | 7,37 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 152 306 CHF | 152 594 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,03 CHF | 8,04 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 156 338 CHF | 156 620 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 7,91 CHF | 7,92 CHF | 50 000 | 50 000 | 19 509 | 19 509 | 158 025 CHF | 158 308 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 8,26 CHF | 8,27 CHF | 49 000 | 49 000 | 18 128 | 18 128 | 151 360 CHF | 151 616 CHF | 95,89% | 99,82% |
11/11/2024 | 0,21% | 8,48 CHF | 8,49 CHF | 48 000 | 48 000 | 18 700 | 18 700 | 161 453 CHF | 161 723 CHF | 99,59% | 99,59% |
08/11/2024 | 0,20% | 8,70 CHF | 8,71 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 162 659 CHF | 162 924 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 9,19 CHF | 9,20 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 126 394 CHF | 126 655 CHF | 98,05% | 98,05% |