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% | 6,63 CHF | 6,64 CHF | 51 000 | 51 000 | 20 448 | 20 448 | 136 264 CHF | 136 563 CHF | 99,75% | 99,75% |
19/11/2024 | 0,28% | 6,57 CHF | 6,58 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 134 443 CHF | 134 748 CHF | 99,97% | 99,97% |
18/11/2024 | 0,29% | 6,44 CHF | 6,45 CHF | 52 000 | 52 000 | 20 445 | 20 445 | 128 860 CHF | 129 155 CHF | 99,82% | 99,82% |
15/11/2024 | 0,26% | 6,42 CHF | 6,43 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 133 502 CHF | 133 790 CHF | 98,81% | 98,81% |
14/11/2024 | 0,25% | 7,09 CHF | 7,10 CHF | 49 000 | 49 000 | 19 455 | 19 455 | 138 046 CHF | 138 328 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 6,98 CHF | 6,99 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 139 808 CHF | 140 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 7,33 CHF | 7,34 CHF | 49 000 | 49 000 | 18 146 | 18 146 | 134 546 CHF | 134 803 CHF | 95,66% | 99,59% |
11/11/2024 | 0,23% | 7,55 CHF | 7,56 CHF | 48 000 | 48 000 | 18 665 | 18 665 | 143 713 CHF | 143 982 CHF | 99,48% | 99,48% |
08/11/2024 | 0,22% | 7,77 CHF | 7,78 CHF | 47 000 | 47 000 | 18 357 | 18 357 | 145 534 CHF | 145 799 CHF | 99,97% | 99,97% |
07/11/2024 | 0,44% | 8,26 CHF | 8,27 CHF | 45 000 | 45 000 | 14 292 | 14 292 | 111 577 CHF | 111 837 CHF | 97,53% | 97,53% |