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 | 0,85% | 7,22 CHF | 7,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 106 064 CHF | 106 964 CHF | 99,46% | 99,46% |
19/11/2024 | 0,82% | 6,93 CHF | 6,99 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 109 405 CHF | 110 305 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 7,54 CHF | 7,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 119 325 CHF | 120 225 CHF | 99,29% | 99,29% |
15/11/2024 | 0,72% | 8,29 CHF | 8,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 124 979 CHF | 125 879 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 8,85 CHF | 8,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 133 067 CHF | 133 967 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 8,59 CHF | 8,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 127 101 CHF | 128 001 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 8,52 CHF | 8,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 123 393 CHF | 124 293 CHF | 99,80% | 99,80% |
11/11/2024 | 0,77% | 7,81 CHF | 7,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 115 706 CHF | 116 606 CHF | 99,77% | 99,77% |
08/11/2024 | 0,81% | 7,61 CHF | 7,67 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 110 656 CHF | 111 556 CHF | 99,16% | 99,16% |
07/11/2024 | 0,87% | 6,88 CHF | 6,94 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 103 508 CHF | 104 408 CHF | 99,96% | 99,96% |