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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,56% | 7,18 CHF | 7,22 CHF | 16 000 | 16 000 | 15 994 | 15 994 | 114 312 CHF | 114 952 CHF | 100,00% | 100,00% |
22/11/2024 | 0,54% | 7,31 CHF | 7,35 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 118 639 CHF | 119 278 CHF | 100,00% | 100,00% |
20/11/2024 | 0,57% | 6,96 CHF | 7,00 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 111 193 CHF | 111 833 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 6,94 CHF | 6,98 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 109 914 CHF | 110 554 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 6,66 CHF | 6,70 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 105 858 CHF | 106 498 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 6,54 CHF | 6,58 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 105 413 CHF | 106 053 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 6,92 CHF | 6,96 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 109 609 CHF | 110 249 CHF | 100,00% | 100,00% |
13/11/2024 | 1,57% | 6,77 CHF | 6,81 CHF | 16 000 | 16 000 | 7 991 | 7 991 | 54 331 CHF | 55 015 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 7,12 CHF | 7,16 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 115 367 CHF | 116 007 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 7,42 CHF | 7,46 CHF | 16 000 | 16 000 | 15 981 | 15 981 | 119 147 CHF | 119 786 CHF | 100,00% | 100,00% |