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 | 0,68% | 7,09 CHF | 7,10 CHF | 21 900 | 21 900 | 8 942 | 8 942 | 63 873 CHF | 64 170 CHF | 99,89% | 99,89% |
19/11/2024 | 0,71% | 7,19 CHF | 7,20 CHF | 20 100 | 20 100 | 7 970 | 7 970 | 60 798 CHF | 61 092 CHF | 99,95% | 99,95% |
18/11/2024 | 0,64% | 7,48 CHF | 7,49 CHF | 21 300 | 21 300 | 8 166 | 8 166 | 63 073 CHF | 63 333 CHF | 99,89% | 99,89% |
15/11/2024 | 0,70% | 7,57 CHF | 7,58 CHF | 19 500 | 19 500 | 7 757 | 7 757 | 62 010 CHF | 62 303 CHF | 99,99% | 99,99% |
14/11/2024 | 0,66% | 8,94 CHF | 8,95 CHF | 19 000 | 19 000 | 7 683 | 7 683 | 67 475 CHF | 67 763 CHF | 99,76% | 99,76% |
13/11/2024 | 0,68% | 7,68 CHF | 7,69 CHF | 21 500 | 21 500 | 8 734 | 8 734 | 64 731 CHF | 65 020 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 7,07 CHF | 7,08 CHF | 19 100 | 19 100 | 7 619 | 7 619 | 59 384 CHF | 59 668 CHF | 99,95% | 99,95% |
11/11/2024 | 0,68% | 8,63 CHF | 8,65 CHF | 15 900 | 15 900 | 6 085 | 6 085 | 59 399 CHF | 59 683 CHF | 99,36% | 99,36% |
08/11/2024 | 0,66% | 10,58 CHF | 10,60 CHF | 15 300 | 15 300 | 6 090 | 6 090 | 62 364 CHF | 62 650 CHF | 99,53% | 99,53% |
07/11/2024 | 0,66% | 9,93 CHF | 9,95 CHF | 17 300 | 17 300 | 7 217 | 7 217 | 66 998 CHF | 67 306 CHF | 99,56% | 99,56% |