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 | 1,14% | 8,91 CHF | 9,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 91 351 CHF | 92 394 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 8,53 CHF | 8,64 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 87 668 CHF | 88 694 CHF | 93,14% | 93,14% |
18/11/2024 | 1,11% | 8,34 CHF | 8,43 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 79 023 CHF | 79 903 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 7,06 CHF | 7,14 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 69 014 CHF | 69 824 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 6,76 CHF | 6,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 026 CHF | 62 811 CHF | 99,57% | 99,57% |
13/11/2024 | 1,19% | 6,64 CHF | 6,72 CHF | 10 000 | 10 000 | 10 000 | 9 970 | 65 792 CHF | 66 380 CHF | 99,32% | 99,32% |
12/11/2024 | 1,30% | 6,29 CHF | 6,38 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 68 629 CHF | 69 529 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 7,52 CHF | 7,59 CHF | 10 000 | 10 000 | 8 251 | 8 251 | 63 768 CHF | 64 381 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 5,95 CHF | 6,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 545 CHF | 60 334 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 6,51 CHF | 6,56 CHF | 20 000 | 20 000 | 14 966 | 14 966 | 98 261 CHF | 99 110 CHF | 88,62% | 88,62% |