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 | 0,17% | 10,00 CHF | 10,05 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 660 CHF | 19 694 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 9,98 CHF | 9,99 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 849 CHF | 19 926 CHF | 98,96% | 98,96% |
18/11/2024 | 0,36% | 10,00 CHF | 10,05 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 846 CHF | 19 917 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 9,99 CHF | 10,00 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 19 827 CHF | 19 855 CHF | 72,18% | 72,18% |
14/11/2024 | 0,10% | 9,75 CHF | 9,76 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 562 CHF | 19 582 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 10,05 CHF | 10,10 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 955 CHF | 20 040 CHF | 99,36% | 99,36% |
12/11/2024 | 0,10% | 10,00 CHF | 10,05 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 657 CHF | 19 677 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,67 CHF | 9,68 CHF | 2 000 | 2 000 | 1 968 | 1 968 | 18 964 CHF | 18 983 CHF | 100,00% | 100,00% |
08/11/2024 | 0,10% | 9,78 CHF | 9,79 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 19 258 CHF | 19 278 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,55 CHF | 9,56 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 18 769 CHF | 18 789 CHF | 100,00% | 100,00% |