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 | 0,69% | 10,07 CHF | 10,14 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 102 301 CHF | 103 011 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 9,80 CHF | 9,87 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 99 640 CHF | 100 383 CHF | 93,14% | 93,14% |
18/11/2024 | 0,72% | 9,65 CHF | 9,71 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 186 292 CHF | 187 634 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 8,67 CHF | 8,73 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 170 832 CHF | 172 118 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 8,43 CHF | 8,49 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 159 795 CHF | 161 032 CHF | 99,57% | 99,57% |
13/11/2024 | 0,75% | 8,34 CHF | 8,40 CHF | 20 000 | 20 000 | 19 777 | 19 747 | 163 854 CHF | 164 832 CHF | 99,31% | 99,31% |
12/11/2024 | 0,79% | 8,06 CHF | 8,13 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 84 918 CHF | 85 589 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 8,98 CHF | 9,04 CHF | 20 000 | 20 000 | 16 502 | 16 502 | 150 998 CHF | 152 010 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 7,69 CHF | 7,76 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 153 972 CHF | 155 202 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 8,12 CHF | 8,16 CHF | 20 000 | 20 000 | 14 966 | 14 966 | 122 263 CHF | 123 027 CHF | 88,62% | 88,62% |