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 | 0,26% | 7,00 CHF | 7,01 CHF | 51 000 | 51 000 | 20 446 | 20 446 | 143 794 CHF | 144 092 CHF | 99,75% | 99,75% |
19/11/2024 | 0,27% | 6,94 CHF | 6,95 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 142 159 CHF | 142 464 CHF | 99,97% | 99,97% |
18/11/2024 | 0,27% | 6,81 CHF | 6,82 CHF | 52 000 | 52 000 | 20 442 | 20 442 | 136 401 CHF | 136 696 CHF | 99,81% | 99,81% |
15/11/2024 | 0,25% | 6,79 CHF | 6,80 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 140 913 CHF | 141 201 CHF | 98,81% | 98,81% |
14/11/2024 | 0,24% | 7,46 CHF | 7,47 CHF | 49 000 | 49 000 | 19 457 | 19 457 | 145 267 CHF | 145 549 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 7,35 CHF | 7,36 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 146 971 CHF | 147 253 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,70 CHF | 7,71 CHF | 49 000 | 49 000 | 18 152 | 18 152 | 141 245 CHF | 141 502 CHF | 95,73% | 99,66% |
11/11/2024 | 0,22% | 7,92 CHF | 7,93 CHF | 48 000 | 48 000 | 18 659 | 18 659 | 150 500 CHF | 150 770 CHF | 99,46% | 99,46% |
08/11/2024 | 0,21% | 8,13 CHF | 8,14 CHF | 47 000 | 47 000 | 18 340 | 18 340 | 152 068 CHF | 152 333 CHF | 99,91% | 99,91% |
07/11/2024 | 0,42% | 8,62 CHF | 8,63 CHF | 45 000 | 45 000 | 14 298 | 14 298 | 116 825 CHF | 117 085 CHF | 97,55% | 97,55% |