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 | 0,17% | 5,91 CHF | 5,92 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 89 458 CHF | 89 608 CHF | 95,72% | 95,72% |
19/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 89 466 CHF | 89 616 CHF | 99,28% | 99,28% |
18/11/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 92 569 CHF | 92 719 CHF | 68,15% | 68,15% |
15/11/2024 | 0,16% | 6,37 CHF | 6,38 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 841 CHF | 95 991 CHF | 98,62% | 98,62% |
14/11/2024 | 0,14% | 6,66 CHF | 6,67 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 105 932 CHF | 106 082 CHF | 84,71% | 84,71% |
13/11/2024 | 0,14% | 7,40 CHF | 7,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 110 208 CHF | 110 358 CHF | 99,38% | 99,38% |
12/11/2024 | 0,13% | 7,38 CHF | 7,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 113 691 CHF | 113 841 CHF | 82,98% | 82,98% |
11/11/2024 | 0,13% | 8,12 CHF | 8,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 119 299 CHF | 119 449 CHF | 96,49% | 96,49% |
08/11/2024 | 0,13% | 7,87 CHF | 7,88 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 112 354 CHF | 112 504 CHF | 91,92% | 91,92% |
07/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 691 CHF | 95 841 CHF | 69,22% | 69,22% |