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% | 7,77 CHF | 7,79 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 153 687 CHF | 154 084 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 7,78 CHF | 7,80 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 153 938 CHF | 154 334 CHF | 98,77% | 98,77% |
18/11/2024 | 0,27% | 7,56 CHF | 7,58 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 149 474 CHF | 149 871 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 7,51 CHF | 7,53 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 149 681 CHF | 150 081 CHF | 71,38% | 71,38% |
14/11/2024 | 0,28% | 7,38 CHF | 7,40 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 144 888 CHF | 145 284 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 7,25 CHF | 7,27 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 142 332 CHF | 142 729 CHF | 99,45% | 99,45% |
12/11/2024 | 0,29% | 7,11 CHF | 7,13 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 138 506 CHF | 138 902 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 6,92 CHF | 6,94 CHF | 20 000 | 20 000 | 19 799 | 19 799 | 138 955 CHF | 139 352 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 7,17 CHF | 7,19 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 144 773 CHF | 145 170 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 7,48 CHF | 7,50 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 148 857 CHF | 149 253 CHF | 100,00% | 100,00% |