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% | 6,82 CHF | 6,83 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 140 102 CHF | 140 400 CHF | 99,76% | 99,76% |
19/11/2024 | 0,27% | 6,76 CHF | 6,77 CHF | 52 000 | 52 000 | 20 965 | 20 965 | 138 377 CHF | 138 682 CHF | 99,97% | 99,97% |
18/11/2024 | 0,28% | 6,63 CHF | 6,64 CHF | 52 000 | 52 000 | 20 446 | 20 446 | 132 731 CHF | 133 026 CHF | 99,82% | 99,82% |
15/11/2024 | 0,26% | 6,61 CHF | 6,62 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 137 277 CHF | 137 566 CHF | 98,81% | 98,81% |
14/11/2024 | 0,25% | 7,28 CHF | 7,29 CHF | 49 000 | 49 000 | 19 455 | 19 455 | 141 719 CHF | 142 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 7,17 CHF | 7,18 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 143 454 CHF | 143 736 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,52 CHF | 7,53 CHF | 49 000 | 49 000 | 18 151 | 18 151 | 137 977 CHF | 138 234 CHF | 95,73% | 99,66% |
11/11/2024 | 0,23% | 7,74 CHF | 7,75 CHF | 48 000 | 48 000 | 18 661 | 18 661 | 147 164 CHF | 147 433 CHF | 99,46% | 99,46% |
08/11/2024 | 0,22% | 7,95 CHF | 7,96 CHF | 47 000 | 47 000 | 18 343 | 18 343 | 148 821 CHF | 149 087 CHF | 99,92% | 99,92% |
07/11/2024 | 0,43% | 8,45 CHF | 8,46 CHF | 45 000 | 45 000 | 14 301 | 14 301 | 114 300 CHF | 114 560 CHF | 97,56% | 97,56% |