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 | 0,55% | 10,94 CHF | 10,98 CHF | 11 100 | 11 100 | 4 988 | 4 988 | 51 299 CHF | 51 543 CHF | 99,90% | 99,90% |
19/11/2024 | 0,58% | 9,80 CHF | 9,84 CHF | 10 400 | 10 400 | 4 630 | 4 630 | 47 601 CHF | 47 841 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 11,44 CHF | 11,49 CHF | 9 300 | 9 300 | 4 018 | 4 018 | 48 393 CHF | 48 642 CHF | 99,63% | 99,63% |
15/11/2024 | 0,98% | 11,62 CHF | 11,66 CHF | 12 600 | 12 600 | 4 198 | 4 198 | 43 566 CHF | 43 793 CHF | 98,88% | 98,88% |
14/11/2024 | 0,62% | 9,72 CHF | 9,75 CHF | 18 000 | 18 000 | 8 405 | 8 405 | 85 681 CHF | 85 962 CHF | 54,14% | 95,14% |
13/11/2024 | - | 5,42 CHF | - CHF | 22 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 4,86 CHF | - CHF | 22 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 4,87 CHF | - CHF | 25 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 4,39 CHF | - CHF | 26 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 4,49 CHF | - CHF | 26 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |