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 | 0,70% | 8,67 CHF | 8,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 127 753 CHF | 128 653 CHF | 99,46% | 99,46% |
19/11/2024 | 0,69% | 8,37 CHF | 8,43 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 131 022 CHF | 131 922 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 8,99 CHF | 9,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 141 049 CHF | 141 949 CHF | 99,29% | 99,29% |
15/11/2024 | 0,61% | 9,74 CHF | 9,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 146 732 CHF | 147 632 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 10,30 CHF | 10,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 154 842 CHF | 155 742 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 10,03 CHF | 10,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 148 726 CHF | 149 626 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 9,96 CHF | 10,02 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 144 991 CHF | 145 891 CHF | 99,80% | 99,80% |
11/11/2024 | 0,65% | 9,25 CHF | 9,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 137 249 CHF | 138 149 CHF | 99,77% | 99,77% |
08/11/2024 | 0,68% | 9,04 CHF | 9,10 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 132 022 CHF | 132 922 CHF | 99,16% | 99,16% |
07/11/2024 | 0,72% | 8,30 CHF | 8,36 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 124 931 CHF | 125 831 CHF | 99,96% | 99,96% |