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 | 1,01% | 5,51 CHF | 5,54 CHF | 4 000 | 4 000 | 2 677 | 2 677 | 15 132 CHF | 15 274 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 5,65 CHF | 5,68 CHF | 4 000 | 4 000 | 2 278 | 2 278 | 14 390 CHF | 14 521 CHF | 99,98% | 99,98% |
18/11/2024 | 0,92% | 6,03 CHF | 6,06 CHF | 4 000 | 4 000 | 2 676 | 2 676 | 16 805 CHF | 16 947 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 6,13 CHF | 6,17 CHF | 3 000 | 3 000 | 1 999 | 1 999 | 13 475 CHF | 13 606 CHF | 72,07% | 72,07% |
14/11/2024 | 0,91% | 7,89 CHF | 7,93 CHF | 3 000 | 3 000 | 2 008 | 2 008 | 15 339 CHF | 15 467 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 6,36 CHF | 6,39 CHF | 4 000 | 4 000 | 2 678 | 2 678 | 15 878 CHF | 16 020 CHF | 99,65% | 99,65% |
12/11/2024 | 1,10% | 5,58 CHF | 5,62 CHF | 3 000 | 3 000 | 2 008 | 2 008 | 13 438 CHF | 13 578 CHF | 99,96% | 99,96% |
11/11/2024 | 1,00% | 7,68 CHF | 7,73 CHF | 2 000 | 2 000 | 1 339 | 1 339 | 12 721 CHF | 12 840 CHF | 99,83% | 99,83% |
08/11/2024 | 0,96% | 10,65 CHF | 10,70 CHF | 2 000 | 2 000 | 1 339 | 1 339 | 13 437 CHF | 13 555 CHF | 99,79% | 99,79% |
07/11/2024 | 0,90% | 9,91 CHF | 9,95 CHF | 3 000 | 3 000 | 2 008 | 2 008 | 17 671 CHF | 17 814 CHF | 99,98% | 99,98% |