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 | 0,74% | 10,30 CHF | 10,35 CHF | 11 600 | 11 600 | 5 152 | 5 152 | 59 711 CHF | 60 078 CHF | 94,13% | 94,13% |
19/11/2024 | 0,79% | 10,84 CHF | 10,89 CHF | 11 400 | 11 400 | 5 085 | 5 085 | 55 312 CHF | 55 664 CHF | 95,98% | 95,98% |
18/11/2024 | 0,78% | 10,16 CHF | 10,20 CHF | 13 700 | 13 700 | 6 212 | 6 212 | 55 194 CHF | 55 550 CHF | 94,89% | 94,89% |
15/11/2024 | 0,70% | 7,68 CHF | 7,71 CHF | 18 700 | 18 700 | 8 496 | 8 496 | 60 494 CHF | 60 845 CHF | 99,41% | 99,41% |
14/11/2024 | 0,69% | 6,63 CHF | 6,66 CHF | 18 000 | 18 000 | 7 885 | 7 885 | 60 410 CHF | 60 770 CHF | 95,32% | 95,32% |
13/11/2024 | 1,49% | 12,70 CHF | 12,74 CHF | 10 200 | 10 200 | 4 641 | 4 641 | 57 366 CHF | 57 949 CHF | 95,48% | 95,48% |
12/11/2024 | 1,21% | 10,73 CHF | 10,77 CHF | 10 100 | 10 100 | 4 768 | 4 768 | 61 898 CHF | 62 450 CHF | 79,33% | 79,33% |
11/11/2024 | 0,55% | 13,37 CHF | 13,40 CHF | 14 500 | 14 500 | 6 825 | 6 825 | 85 192 CHF | 85 551 CHF | 91,60% | 91,60% |
08/11/2024 | 0,73% | 7,46 CHF | 7,48 CHF | 20 000 | 20 000 | 9 267 | 9 267 | 63 895 CHF | 64 236 CHF | 99,05% | 99,05% |
07/11/2024 | 0,88% | 6,20 CHF | 6,22 CHF | 21 200 | 21 200 | 9 906 | 9 906 | 54 997 CHF | 55 356 CHF | 98,83% | 98,83% |