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 | 0,28% | 7,05 CHF | 7,07 CHF | 30 000 | 30 000 | 29 628 | 29 628 | 212 957 CHF | 213 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 7,05 CHF | 7,07 CHF | 30 000 | 30 000 | 29 869 | 29 869 | 207 178 CHF | 207 776 CHF | 99,14% | 99,14% |
18/11/2024 | 0,27% | 7,54 CHF | 7,56 CHF | 29 600 | 29 600 | 29 354 | 29 354 | 220 323 CHF | 220 911 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 7,64 CHF | 7,66 CHF | 29 200 | 29 200 | 29 088 | 29 088 | 226 457 CHF | 227 038 CHF | 73,49% | 73,49% |
14/11/2024 | 0,27% | 7,80 CHF | 7,82 CHF | 29 100 | 29 100 | 29 035 | 29 035 | 218 306 CHF | 218 888 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 7,14 CHF | 7,16 CHF | 29 700 | 29 700 | 29 340 | 29 340 | 211 126 CHF | 211 713 CHF | 98,98% | 98,98% |
12/11/2024 | 0,27% | 7,13 CHF | 7,15 CHF | 29 700 | 29 700 | 29 111 | 29 111 | 217 102 CHF | 217 684 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 7,81 CHF | 7,83 CHF | 29 100 | 29 100 | 28 894 | 28 894 | 223 002 CHF | 223 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 7,33 CHF | 7,35 CHF | 29 500 | 29 500 | 29 294 | 29 294 | 213 840 CHF | 214 427 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 7,61 CHF | 7,63 CHF | 29 300 | 29 300 | 28 993 | 28 993 | 222 080 CHF | 222 660 CHF | 100,00% | 100,00% |