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 | 0,38% | 8,97 CHF | 8,98 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 89 377 CHF | 52 147 CHF | 99,14% | 99,14% |
20/11/2024 | 0,44% | 7,67 CHF | 7,68 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 78 139 CHF | 45 416 CHF | 99,67% | 99,67% |
19/11/2024 | 0,46% | 7,47 CHF | 7,48 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 74 332 CHF | 43 236 CHF | 99,08% | 99,08% |
18/11/2024 | 0,42% | 7,66 CHF | 7,67 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 79 452 CHF | 46 020 CHF | 99,62% | 99,62% |
15/11/2024 | 0,42% | 7,94 CHF | 7,95 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 81 077 CHF | 47 039 CHF | 99,65% | 99,65% |
14/11/2024 | 0,37% | 8,70 CHF | 8,71 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 92 479 CHF | 53 165 CHF | 99,67% | 99,67% |
13/11/2024 | 0,37% | 9,68 CHF | 9,69 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 92 814 CHF | 55 000 CHF | 97,55% | 97,55% |
12/11/2024 | 0,37% | 9,58 CHF | 9,59 CHF | 10 000 | 10 000 | 10 000 | 5 839 | 91 805 CHF | 54 231 CHF | 95,11% | 95,11% |
11/11/2024 | 0,44% | 9,12 CHF | 9,13 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 80 374 CHF | 47 874 CHF | 99,55% | 99,55% |
08/11/2024 | 0,53% | 7,02 CHF | 7,03 CHF | 10 000 | 10 000 | 10 000 | 5 810 | 64 990 CHF | 38 210 CHF | 99,67% | 99,67% |