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 | 0,63% | 9,80 CHF | 9,86 CHF | 2 900 | 2 900 | 2 849 | 2 849 | 27 183 CHF | 27 354 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 9,34 CHF | 9,40 CHF | 3 000 | 3 000 | 3 074 | 3 074 | 29 438 CHF | 29 603 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 8,89 CHF | 8,95 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 26 599 CHF | 26 779 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 8,79 CHF | 8,85 CHF | 2 900 | 2 900 | 2 900 | 2 900 | 25 121 CHF | 25 295 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 8,99 CHF | 9,05 CHF | 2 800 | 2 800 | 2 813 | 2 813 | 26 020 CHF | 26 189 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 9,22 CHF | 9,27 CHF | 3 100 | 3 100 | 3 100 | 3 100 | 28 381 CHF | 28 536 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 8,90 CHF | 8,95 CHF | 3 600 | 3 600 | 3 600 | 3 600 | 31 221 CHF | 31 401 CHF | 99,85% | 99,85% |
11/11/2024 | 0,68% | 7,43 CHF | 7,48 CHF | 3 300 | 3 300 | 3 300 | 3 300 | 24 227 CHF | 24 392 CHF | 99,64% | 99,64% |
08/11/2024 | 0,56% | 7,76 CHF | 7,80 CHF | 3 800 | 3 800 | 3 799 | 3 799 | 28 719 CHF | 28 880 CHF | 98,70% | 98,70% |
07/11/2024 | 0,73% | 6,86 CHF | 6,91 CHF | 3 600 | 3 600 | 3 584 | 3 584 | 24 337 CHF | 24 516 CHF | 99,44% | 99,44% |