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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,86% | 7,05 CHF | 7,11 CHF | 15 000 | 15 000 | 14 993 | 14 993 | 103 678 CHF | 104 578 CHF | 100,00% | 100,00% |
22/11/2024 | 0,92% | 6,60 CHF | 6,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 97 845 CHF | 98 745 CHF | 100,00% | 100,00% |
20/11/2024 | 0,94% | 6,49 CHF | 6,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 003 CHF | 95 903 CHF | 99,45% | 99,45% |
19/11/2024 | 0,91% | 6,19 CHF | 6,25 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 98 371 CHF | 99 271 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 6,80 CHF | 6,86 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 108 237 CHF | 109 137 CHF | 99,29% | 99,29% |
15/11/2024 | 0,79% | 7,55 CHF | 7,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 113 877 CHF | 114 777 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 8,11 CHF | 8,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 121 952 CHF | 122 852 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 7,85 CHF | 7,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 116 066 CHF | 116 966 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 7,78 CHF | 7,84 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 112 369 CHF | 113 269 CHF | 99,82% | 99,82% |
11/11/2024 | 0,86% | 7,08 CHF | 7,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 104 713 CHF | 105 613 CHF | 99,77% | 99,77% |