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 | 0,38% | 8,04 CHF | 8,07 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 55 827 CHF | 56 035 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 7,80 CHF | 7,83 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 52 556 CHF | 52 764 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 7,60 CHF | 7,63 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 52 797 CHF | 53 006 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 7,71 CHF | 7,76 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 46 647 CHF | 46 897 CHF | 71,41% | 71,41% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,46% | 11,40 CHF | 11,45 CHF | 5 000 | 5 000 | 4 952 | 4 952 | 54 758 CHF | 55 006 CHF | 98,93% | 98,93% |
12/11/2024 | 0,44% | 11,65 CHF | 11,70 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 57 306 CHF | 57 554 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 11,20 CHF | 11,25 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 55 992 CHF | 56 239 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 10,85 CHF | 10,90 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 52 750 CHF | 52 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 10,75 CHF | 10,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 51 529 CHF | 51 771 CHF | 100,00% | 100,00% |