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 | 1,09% | 7,12 CHF | 7,20 CHF | 9 800 | 9 800 | 9 866 | 9 866 | 71 778 CHF | 72 567 CHF | 100,00% | 100,00% |
22/11/2024 | 1,13% | 7,76 CHF | 7,85 CHF | 9 200 | 9 200 | 9 241 | 9 241 | 73 390 CHF | 74 222 CHF | 99,98% | 99,98% |
20/11/2024 | 0,94% | 8,97 CHF | 9,05 CHF | 10 000 | 10 000 | 9 847 | 9 847 | 83 275 CHF | 84 062 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 8,23 CHF | 8,31 CHF | 10 000 | 10 000 | 10 038 | 10 038 | 84 009 CHF | 84 812 CHF | 99,89% | 99,89% |
18/11/2024 | 0,97% | 8,08 CHF | 8,16 CHF | 10 600 | 10 600 | 10 600 | 10 600 | 87 490 CHF | 88 338 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 7,65 CHF | 7,72 CHF | 12 400 | 12 400 | 12 260 | 12 260 | 88 327 CHF | 89 185 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 6,64 CHF | 6,71 CHF | 10 900 | 10 900 | 10 917 | 10 917 | 72 940 CHF | 73 704 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 7,26 CHF | 7,33 CHF | 12 000 | 12 000 | 11 949 | 11 949 | 86 098 CHF | 86 934 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 6,87 CHF | 6,94 CHF | 12 400 | 12 400 | 12 303 | 12 303 | 81 472 CHF | 82 333 CHF | 99,91% | 99,91% |
11/11/2024 | 1,10% | 6,41 CHF | 6,48 CHF | 11 600 | 11 600 | 11 611 | 11 611 | 73 378 CHF | 74 190 CHF | 100,00% | 100,00% |