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% | 9,05 CHF | 9,12 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 39 969 CHF | 40 281 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 8,65 CHF | 8,71 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 42 872 CHF | 43 169 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 7,93 CHF | 7,99 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 38 231 CHF | 38 528 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 7,77 CHF | 7,84 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 36 111 CHF | 36 426 CHF | 71,37% | 71,37% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,83% | 9,41 CHF | 9,49 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 33 485 CHF | 33 763 CHF | 99,64% | 99,64% |
12/11/2024 | 0,71% | 10,10 CHF | 10,15 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 43 510 CHF | 43 815 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 8,66 CHF | 8,73 CHF | 4 000 | 4 000 | 3 963 | 3 963 | 34 447 CHF | 34 725 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 9,15 CHF | 9,21 CHF | 6 000 | 6 000 | 5 944 | 5 944 | 51 439 CHF | 51 796 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 6,74 CHF | 6,80 CHF | 5 500 | 5 500 | 5 449 | 5 449 | 37 364 CHF | 37 691 CHF | 100,00% | 100,00% |