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 | 0,11% | 9,25 CHF | 9,26 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 278 017 CHF | 278 312 CHF | 100,00% | 100,00% |
19/11/2024 | 0,11% | 9,22 CHF | 9,23 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 274 289 CHF | 274 586 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 9,44 CHF | 9,45 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 279 444 CHF | 279 742 CHF | 100,00% | 100,00% |
15/11/2024 | 0,10% | 9,42 CHF | 9,43 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 285 702 CHF | 286 002 CHF | 83,45% | 83,45% |
14/11/2024 | 0,10% | 9,78 CHF | 9,79 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 286 697 CHF | 286 994 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 9,57 CHF | 9,58 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 283 664 CHF | 283 961 CHF | 99,29% | 99,29% |
12/11/2024 | 0,10% | 9,60 CHF | 9,61 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 290 720 CHF | 291 017 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 10,00 CHF | 10,05 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 297 997 CHF | 299 473 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 9,81 CHF | 9,82 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 293 165 CHF | 293 470 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 10,05 CHF | 10,10 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 299 876 CHF | 301 329 CHF | 100,00% | 100,00% |