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 | 0,36% | 9,58 CHF | 9,59 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 95 415 CHF | 55 668 CHF | 99,05% | 99,05% |
20/11/2024 | 0,40% | 8,27 CHF | 8,28 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 84 141 CHF | 48 915 CHF | 99,57% | 99,57% |
19/11/2024 | 0,42% | 8,07 CHF | 8,08 CHF | 10 000 | 10 000 | 10 000 | 5 808 | 80 316 CHF | 46 728 CHF | 98,97% | 98,97% |
18/11/2024 | 0,40% | 8,26 CHF | 8,27 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 85 459 CHF | 49 539 CHF | 99,44% | 99,44% |
15/11/2024 | 0,39% | 8,54 CHF | 8,55 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 87 094 CHF | 50 549 CHF | 99,56% | 99,56% |
14/11/2024 | 0,34% | 9,30 CHF | 9,31 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 98 502 CHF | 56 679 CHF | 99,57% | 99,57% |
13/11/2024 | 0,36% | 10,28 CHF | 10,30 CHF | 10 000 | 10 000 | 10 000 | 5 873 | 98 772 CHF | 58 531 CHF | 97,47% | 97,47% |
12/11/2024 | 0,37% | 10,18 CHF | 10,20 CHF | 10 000 | 10 000 | 10 000 | 5 845 | 97 750 CHF | 57 777 CHF | 94,73% | 94,73% |
11/11/2024 | 0,41% | 9,71 CHF | 9,72 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 86 328 CHF | 51 355 CHF | 99,47% | 99,47% |
08/11/2024 | 0,48% | 7,61 CHF | 7,62 CHF | 10 000 | 10 000 | 10 000 | 5 812 | 70 890 CHF | 41 652 CHF | 99,59% | 99,59% |