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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 9,82 CHF | 9,83 CHF | 10 000 | 10 000 | 10 000 | 5 807 | 97 778 CHF | 57 047 CHF | 98,99% | 98,99% |
20/11/2024 | 0,40% | 8,50 CHF | 8,51 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 86 477 CHF | 50 293 CHF | 99,44% | 99,44% |
19/11/2024 | 0,41% | 8,30 CHF | 8,31 CHF | 10 000 | 10 000 | 10 000 | 5 810 | 82 653 CHF | 48 102 CHF | 98,90% | 98,90% |
18/11/2024 | 0,39% | 8,50 CHF | 8,51 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 87 810 CHF | 50 882 CHF | 99,55% | 99,55% |
15/11/2024 | 0,38% | 8,77 CHF | 8,78 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 89 444 CHF | 51 933 CHF | 99,44% | 99,44% |
14/11/2024 | 0,33% | 9,53 CHF | 9,54 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 100 856 CHF | 58 065 CHF | 99,44% | 99,44% |
13/11/2024 | 0,36% | 10,50 CHF | 10,52 CHF | 10 000 | 10 000 | 10 000 | 5 875 | 101 107 CHF | 59 924 CHF | 97,38% | 97,38% |
12/11/2024 | 0,36% | 10,40 CHF | 10,42 CHF | 10 000 | 10 000 | 10 000 | 5 842 | 100 086 CHF | 59 114 CHF | 94,90% | 94,90% |
11/11/2024 | 0,40% | 9,95 CHF | 9,96 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 88 649 CHF | 52 694 CHF | 99,50% | 99,50% |
08/11/2024 | 0,47% | 7,84 CHF | 7,85 CHF | 10 000 | 10 000 | 10 000 | 5 814 | 73 196 CHF | 43 010 CHF | 99,46% | 99,46% |