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 | 0,92% | 10,50 CHF | 10,60 CHF | 2 930 | 2 930 | 2 879 | 2 879 | 31 647 CHF | 31 935 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 10,35 CHF | 10,45 CHF | 2 890 | 2 890 | 2 870 | 2 870 | 28 954 CHF | 29 253 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 10,75 CHF | 10,85 CHF | 2 950 | 2 950 | 2 930 | 2 930 | 30 922 CHF | 31 215 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 10,30 CHF | 10,40 CHF | 2 880 | 2 880 | 2 884 | 2 884 | 29 927 CHF | 30 215 CHF | 71,43% | 71,43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,97% | 10,35 CHF | 10,45 CHF | 2 880 | 2 880 | 2 862 | 2 862 | 29 696 CHF | 29 983 CHF | 98,95% | 98,95% |
12/11/2024 | 0,89% | 10,70 CHF | 10,80 CHF | 2 690 | 2 690 | 2 643 | 2 643 | 29 771 CHF | 30 036 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 11,85 CHF | 11,95 CHF | 2 810 | 2 810 | 2 805 | 2 805 | 32 426 CHF | 32 707 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 10,90 CHF | 11,00 CHF | 2 620 | 2 620 | 2 593 | 2 593 | 28 526 CHF | 28 786 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 12,30 CHF | 12,40 CHF | 2 570 | 2 570 | 2 541 | 2 541 | 31 606 CHF | 31 860 CHF | 100,00% | 100,00% |