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% | 6,93 CHF | 6,94 CHF | 51 000 | 51 000 | 20 447 | 20 447 | 142 383 CHF | 142 682 CHF | 99,75% | 99,75% |
19/11/2024 | 0,27% | 6,87 CHF | 6,88 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 140 677 CHF | 140 982 CHF | 99,97% | 99,97% |
18/11/2024 | 0,27% | 6,74 CHF | 6,75 CHF | 52 000 | 52 000 | 20 466 | 20 466 | 135 098 CHF | 135 393 CHF | 99,89% | 99,89% |
15/11/2024 | 0,25% | 6,72 CHF | 6,73 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 139 516 CHF | 139 805 CHF | 98,81% | 98,81% |
14/11/2024 | 0,24% | 7,39 CHF | 7,40 CHF | 49 000 | 49 000 | 19 450 | 19 450 | 143 917 CHF | 144 199 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 7,28 CHF | 7,29 CHF | 50 000 | 50 000 | 19 509 | 19 509 | 145 680 CHF | 145 962 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,63 CHF | 7,64 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 139 911 CHF | 140 168 CHF | 95,89% | 99,82% |
11/11/2024 | 0,22% | 7,85 CHF | 7,86 CHF | 48 000 | 48 000 | 18 698 | 18 698 | 149 645 CHF | 149 914 CHF | 99,59% | 99,59% |
08/11/2024 | 0,22% | 8,07 CHF | 8,08 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 151 181 CHF | 151 447 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 8,57 CHF | 8,58 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 117 351 CHF | 117 612 CHF | 98,05% | 98,05% |