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 | 0,66% | 6,32 CHF | 6,37 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 130 548 CHF | 131 417 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 5,73 CHF | 5,77 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 112 542 CHF | 113 411 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 5,85 CHF | 5,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 114 797 CHF | 115 676 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 5,81 CHF | 5,85 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 439 CHF | 59 897 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 6,08 CHF | 6,13 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 275 CHF | 61 749 CHF | 99,52% | 99,52% |
13/11/2024 | 0,74% | 6,28 CHF | 6,33 CHF | 10 000 | 10 000 | 10 000 | 9 970 | 63 431 CHF | 63 714 CHF | 99,32% | 99,32% |
12/11/2024 | 0,79% | 6,34 CHF | 6,39 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 68 156 CHF | 68 697 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 7,25 CHF | 7,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 72 588 CHF | 73 092 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 6,81 CHF | 6,86 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 66 830 CHF | 67 335 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 6,77 CHF | 6,81 CHF | 10 000 | 10 000 | 10 000 | 9 870 | 67 908 CHF | 67 541 CHF | 99,13% | 99,13% |