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 | 0,73% | 2,76 CHF | 2,78 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 30 164 CHF | 30 382 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 2,60 CHF | 2,62 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 29 248 CHF | 29 486 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 2,48 CHF | 2,50 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 27 109 CHF | 27 328 CHF | 100,00% | 100,00% |
15/11/2024 | 1,33% | 2,55 CHF | 2,61 CHF | 4 000 | 4 000 | 3 756 | 3 756 | 17 389 CHF | 17 614 CHF | 71,40% | 71,40% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,87% | 7,43 CHF | 7,49 CHF | 3 000 | 3 000 | 2 971 | 2 971 | 20 685 CHF | 20 864 CHF | 98,93% | 98,93% |
12/11/2024 | 0,79% | 7,76 CHF | 7,82 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 30 240 CHF | 30 478 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 7,15 CHF | 7,20 CHF | 4 000 | 4 000 | 3 963 | 3 963 | 28 908 CHF | 29 106 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 6,73 CHF | 6,78 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 25 706 CHF | 25 904 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 6,58 CHF | 6,63 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 30 737 CHF | 30 985 CHF | 100,00% | 100,00% |