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 | 1,07% | 5,73 CHF | 5,79 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 83 625 CHF | 84 525 CHF | 99,47% | 99,47% |
19/11/2024 | 1,03% | 5,44 CHF | 5,50 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 87 033 CHF | 87 933 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 6,04 CHF | 6,10 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 96 839 CHF | 97 739 CHF | 99,30% | 99,30% |
15/11/2024 | 0,87% | 6,79 CHF | 6,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 102 462 CHF | 103 362 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 7,35 CHF | 7,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 110 524 CHF | 111 424 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 7,10 CHF | 7,16 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 104 719 CHF | 105 619 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 7,02 CHF | 7,08 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 101 038 CHF | 101 938 CHF | 99,82% | 99,82% |
11/11/2024 | 0,96% | 6,33 CHF | 6,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 93 416 CHF | 94 316 CHF | 99,78% | 99,78% |
08/11/2024 | 1,01% | 6,14 CHF | 6,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 88 542 CHF | 89 442 CHF | 99,11% | 99,11% |
07/11/2024 | 1,10% | 5,40 CHF | 5,46 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 81 334 CHF | 82 234 CHF | 99,96% | 99,96% |