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 | 1,05% | 6,74 CHF | 6,75 CHF | 1 950 | 1 950 | 1 335 | 1 335 | 9 313 CHF | 9 401 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 7,03 CHF | 7,04 CHF | 2 010 | 2 010 | 1 346 | 1 346 | 9 448 CHF | 9 536 CHF | 99,08% | 99,08% |
18/11/2024 | 1,07% | 6,98 CHF | 6,99 CHF | 2 000 | 2 000 | 1 330 | 1 330 | 9 248 CHF | 9 336 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 6,94 CHF | 6,95 CHF | 1 980 | 1 980 | 1 305 | 1 305 | 8 954 CHF | 9 041 CHF | 71,69% | 71,69% |
14/11/2024 | 1,08% | 6,65 CHF | 6,66 CHF | 1 940 | 1 940 | 1 313 | 1 313 | 8 959 CHF | 9 046 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 6,82 CHF | 6,83 CHF | 1 970 | 1 970 | 1 326 | 1 326 | 9 054 CHF | 9 142 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 6,76 CHF | 6,77 CHF | 1 970 | 1 970 | 1 312 | 1 312 | 8 768 CHF | 8 854 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 6,43 CHF | 6,44 CHF | 1 930 | 1 930 | 1 309 | 1 309 | 8 619 CHF | 8 706 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 6,49 CHF | 6,50 CHF | 1 960 | 1 960 | 1 308 | 1 308 | 8 373 CHF | 8 459 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 5,77 CHF | 5,78 CHF | 1 860 | 1 860 | 1 262 | 1 262 | 7 518 CHF | 7 602 CHF | 100,00% | 100,00% |