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 | 0,64% | 9,47 CHF | 9,53 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 139 739 CHF | 140 639 CHF | 99,45% | 99,45% |
19/11/2024 | 0,63% | 9,17 CHF | 9,23 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 142 969 CHF | 143 869 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 9,79 CHF | 9,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 153 056 CHF | 153 956 CHF | 99,28% | 99,28% |
15/11/2024 | 0,57% | 10,55 CHF | 10,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 158 763 CHF | 159 663 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 11,11 CHF | 11,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 166 879 CHF | 167 779 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 10,83 CHF | 10,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 160 681 CHF | 161 581 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 10,75 CHF | 10,81 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 156 928 CHF | 157 828 CHF | 99,82% | 99,82% |
11/11/2024 | 0,60% | 10,05 CHF | 10,11 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 149 155 CHF | 150 055 CHF | 99,76% | 99,76% |
08/11/2024 | 0,62% | 9,83 CHF | 9,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 143 833 CHF | 144 733 CHF | 99,16% | 99,16% |
07/11/2024 | 0,66% | 9,09 CHF | 9,15 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 136 776 CHF | 137 676 CHF | 99,96% | 99,96% |