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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,48% | 10,60 CHF | 10,65 CHF | 9 000 | 9 000 | 8 916 | 8 916 | 93 000 CHF | 93 446 CHF | 100,00% | 100,00% |
22/11/2024 | 0,49% | 10,35 CHF | 10,40 CHF | 9 000 | 9 000 | 8 916 | 8 916 | 91 647 CHF | 92 094 CHF | 99,95% | 99,95% |
20/11/2024 | 0,34% | 9,83 CHF | 9,85 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 98 729 CHF | 99 057 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 9,85 CHF | 9,87 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 98 478 CHF | 98 774 CHF | 98,87% | 98,87% |
18/11/2024 | 0,24% | 10,10 CHF | 10,15 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 98 568 CHF | 98 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 9,98 CHF | 10,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 100 779 CHF | 101 265 CHF | 71,82% | 71,82% |
14/11/2024 | 0,46% | 10,15 CHF | 10,20 CHF | 10 000 | 10 000 | 9 536 | 9 536 | 96 712 CHF | 97 155 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 9,71 CHF | 9,73 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 96 788 CHF | 96 986 CHF | 99,35% | 99,35% |
12/11/2024 | 0,20% | 9,74 CHF | 9,76 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 97 896 CHF | 98 095 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 10,05 CHF | 10,10 CHF | 10 000 | 10 000 | 9 897 | 9 897 | 100 049 CHF | 100 545 CHF | 100,00% | 100,00% |