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 | 0,27% | 6,55 CHF | 6,56 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 134 647 CHF | 134 946 CHF | 99,75% | 99,75% |
19/11/2024 | 0,29% | 6,49 CHF | 6,50 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 132 768 CHF | 133 074 CHF | 99,97% | 99,97% |
18/11/2024 | 0,29% | 6,36 CHF | 6,37 CHF | 52 000 | 52 000 | 20 467 | 20 467 | 127 357 CHF | 127 652 CHF | 99,89% | 99,89% |
15/11/2024 | 0,27% | 6,34 CHF | 6,35 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 131 927 CHF | 132 216 CHF | 98,81% | 98,81% |
14/11/2024 | 0,26% | 7,01 CHF | 7,02 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 136 562 CHF | 136 844 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 6,90 CHF | 6,91 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 138 341 CHF | 138 624 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 7,26 CHF | 7,27 CHF | 49 000 | 49 000 | 18 127 | 18 127 | 133 081 CHF | 133 338 CHF | 95,89% | 99,82% |
11/11/2024 | 0,23% | 7,48 CHF | 7,49 CHF | 48 000 | 48 000 | 18 699 | 18 699 | 142 647 CHF | 142 917 CHF | 99,59% | 99,59% |
08/11/2024 | 0,23% | 7,70 CHF | 7,71 CHF | 47 000 | 47 000 | 18 367 | 18 367 | 144 351 CHF | 144 616 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 8,19 CHF | 8,20 CHF | 45 000 | 45 000 | 14 458 | 14 458 | 111 972 CHF | 112 233 CHF | 98,05% | 98,05% |