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 | 0,79% | 6,39 CHF | 6,43 CHF | 5 000 | 5 000 | 9 981 | 1 856 | 66 888 CHF | 12 197 CHF | 98,07% | 98,69% |
19/11/2024 | 0,91% | 6,22 CHF | 6,25 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 58 778 CHF | 11 225 CHF | 99,61% | 99,61% |
18/11/2024 | 0,97% | 5,69 CHF | 5,72 CHF | 10 000 | 5 000 | 10 000 | 1 874 | 55 021 CHF | 10 380 CHF | 98,95% | 98,95% |
15/11/2024 | 0,80% | 6,13 CHF | 6,16 CHF | 10 000 | 5 000 | 10 000 | 1 877 | 65 811 CHF | 12 117 CHF | 98,62% | 98,62% |
14/11/2024 | 0,76% | 7,19 CHF | 7,22 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 69 947 CHF | 13 202 CHF | 99,59% | 99,59% |
13/11/2024 | 0,75% | 6,93 CHF | 6,96 CHF | 10 000 | 5 000 | 10 000 | 1 887 | 71 110 CHF | 13 387 CHF | 97,53% | 97,53% |
12/11/2024 | 0,81% | 7,07 CHF | 7,10 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 66 361 CHF | 12 900 CHF | 99,60% | 99,60% |
11/11/2024 | 0,76% | 6,73 CHF | 6,76 CHF | 10 000 | 5 000 | 10 000 | 1 871 | 69 519 CHF | 12 816 CHF | 99,29% | 99,29% |
08/11/2024 | 0,74% | 6,96 CHF | 6,99 CHF | 10 000 | 5 000 | 10 000 | 1 871 | 71 412 CHF | 13 304 CHF | 99,17% | 99,17% |
07/11/2024 | 0,80% | 6,98 CHF | 7,01 CHF | 10 000 | 5 000 | 10 000 | 1 872 | 67 050 CHF | 12 919 CHF | 99,22% | 99,22% |