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 | 1,45% | 9,88 CHF | 10,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 102 862 CHF | 104 364 CHF | 99,48% | 99,48% |
19/11/2024 | 1,67% | 9,36 CHF | 9,51 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 89 057 CHF | 90 557 CHF | 99,56% | 99,56% |
18/11/2024 | 1,68% | 9,11 CHF | 9,26 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 88 803 CHF | 90 303 CHF | 99,53% | 99,53% |
15/11/2024 | 2,21% | 8,49 CHF | 8,69 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 89 483 CHF | 91 483 CHF | 98,85% | 98,85% |
14/11/2024 | 2,06% | 9,71 CHF | 9,91 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 96 007 CHF | 98 006 CHF | 99,54% | 99,54% |
13/11/2024 | 2,19% | 9,42 CHF | 9,62 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 90 396 CHF | 92 396 CHF | 96,84% | 96,84% |
12/11/2024 | 1,93% | 10,08 CHF | 10,28 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 102 599 CHF | 52 299 CHF | 99,56% | 99,56% |
11/11/2024 | 1,83% | 10,38 CHF | 10,58 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 108 541 CHF | 55 270 CHF | 99,51% | 99,51% |
08/11/2024 | 1,90% | 10,42 CHF | 10,62 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 104 117 CHF | 106 116 CHF | 99,50% | 99,50% |
07/11/2024 | 1,56% | 10,06 CHF | 10,22 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 95 217 CHF | 96 715 CHF | 99,31% | 99,31% |