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% | 8,72 CHF | 8,78 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 128 488 CHF | 129 388 CHF | 99,46% | 99,46% |
19/11/2024 | 0,68% | 8,42 CHF | 8,48 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 131 752 CHF | 132 652 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 9,03 CHF | 9,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 141 783 CHF | 142 683 CHF | 99,30% | 99,30% |
15/11/2024 | 0,61% | 9,79 CHF | 9,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 147 471 CHF | 148 371 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 10,35 CHF | 10,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 155 583 CHF | 156 483 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 10,08 CHF | 10,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 149 462 CHF | 150 362 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 10,00 CHF | 10,06 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 145 723 CHF | 146 623 CHF | 99,82% | 99,82% |
11/11/2024 | 0,65% | 9,30 CHF | 9,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 137 982 CHF | 138 882 CHF | 99,78% | 99,78% |
08/11/2024 | 0,68% | 9,09 CHF | 9,15 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 132 745 CHF | 133 645 CHF | 99,17% | 99,17% |
07/11/2024 | 0,71% | 8,35 CHF | 8,41 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 125 658 CHF | 126 558 CHF | 99,96% | 99,96% |