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 | 1,99% | 6,90 CHF | 7,04 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 167 010 CHF | 170 370 CHF | 99,94% | 99,94% |
19/11/2024 | 1,98% | 6,99 CHF | 7,13 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 169 862 CHF | 173 254 CHF | 100,00% | 100,00% |
18/11/2024 | 2,02% | 7,30 CHF | 7,45 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 175 971 CHF | 179 561 CHF | 99,98% | 99,98% |
15/11/2024 | 2,01% | 6,73 CHF | 6,87 CHF | 20 800 | 24 000 | 23 631 | 24 000 | 160 046 CHF | 165 819 CHF | 99,99% | 99,99% |
14/11/2024 | 1,97% | 6,40 CHF | 6,53 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 156 769 CHF | 159 889 CHF | 100,00% | 100,00% |
13/11/2024 | 2,00% | 6,23 CHF | 6,36 CHF | 23 412 | 24 000 | 23 614 | 24 000 | 141 144 CHF | 146 365 CHF | 99,93% | 99,93% |
12/11/2024 | 1,98% | 5,98 CHF | 6,10 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 149 478 CHF | 152 464 CHF | 100,00% | 100,00% |
11/11/2024 | 1,96% | 6,29 CHF | 6,42 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 147 987 CHF | 150 912 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 5,80 CHF | 5,92 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 136 730 CHF | 139 490 CHF | 100,00% | 100,00% |
07/11/2024 | 1,93% | 5,68 CHF | 5,79 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 135 812 CHF | 138 455 CHF | 100,00% | 100,00% |