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 | 1,50% | 7 672,87 CHF | 7 788,83 CHF | 88 | 100 | 97 | 100 | 739 013 CHF | 773 774 CHF | 99,81% | 99,81% |
19/11/2024 | 1,50% | 7 474,15 CHF | 7 587,11 CHF | 88 | 98 | 92 | 99 | 686 566 CHF | 747 994 CHF | 99,82% | 99,82% |
18/11/2024 | 1,50% | 7 485,77 CHF | 7 598,91 CHF | 95 | 89 | 97 | 90 | 721 718 CHF | 678 292 CHF | 99,99% | 99,99% |
15/11/2024 | 1,50% | 7 270,71 CHF | 7 380,59 CHF | 67 | 100 | 84 | 100 | 609 313 CHF | 738 020 CHF | 99,95% | 99,95% |
14/11/2024 | 1,50% | 7 148,60 CHF | 7 256,64 CHF | 94 | 83 | 96 | 91 | 711 522 CHF | 686 790 CHF | 100,00% | 100,00% |
13/11/2024 | 1,50% | 7 583,00 CHF | 7 697,60 CHF | 40 | 99 | 73 | 100 | 523 399 CHF | 730 225 CHF | 99,79% | 99,79% |
12/11/2024 | 1,50% | 6 959,01 CHF | 7 064,18 CHF | 100 | 100 | 50 | 99 | 353 382 CHF | 713 147 CHF | 99,97% | 99,97% |
11/11/2024 | 1,50% | 6 866,53 CHF | 6 970,31 CHF | 92 | 98 | 113 | 111 | 747 272 CHF | 745 979 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 6 144,94 CHF | 6 237,81 CHF | 143 | 150 | 145 | 150 | 885 306 CHF | 929 466 CHF | 99,92% | 99,92% |
07/11/2024 | 1,50% | 6 085,41 CHF | 6 177,38 CHF | 121 | 150 | 137 | 150 | 827 987 CHF | 919 235 CHF | 100,00% | 100,00% |