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 | 0,74% | 7,93 CHF | 7,99 CHF | 5 200 | 5 200 | 5 094 | 5 094 | 43 164 CHF | 43 484 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 8,12 CHF | 8,19 CHF | 4 400 | 4 400 | 4 379 | 4 379 | 35 652 CHF | 35 961 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 9,93 CHF | 10,01 CHF | 4 100 | 4 100 | 4 037 | 4 037 | 43 730 CHF | 44 053 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 10,67 CHF | 10,74 CHF | 4 900 | 4 900 | 4 836 | 4 836 | 50 987 CHF | 51 325 CHF | 99,49% | 99,49% |
14/11/2024 | 0,76% | 8,45 CHF | 8,51 CHF | 5 600 | 5 600 | 5 669 | 5 669 | 44 673 CHF | 45 013 CHF | 99,35% | 99,35% |
13/11/2024 | 0,73% | 7,24 CHF | 7,29 CHF | 6 000 | 6 000 | 6 041 | 6 041 | 41 842 CHF | 42 149 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 7,07 CHF | 7,15 CHF | 4 200 | 4 200 | 4 136 | 4 136 | 34 708 CHF | 35 039 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 10,57 CHF | 10,62 CHF | 6 700 | 6 700 | 6 796 | 6 796 | 65 759 CHF | 66 099 CHF | 99,37% | 99,37% |
08/11/2024 | 0,87% | 5,35 CHF | 5,40 CHF | 6 400 | 6 400 | 6 331 | 6 331 | 36 226 CHF | 36 542 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 6,85 CHF | 6,89 CHF | 7 700 | 7 700 | 7 681 | 7 681 | 52 949 CHF | 53 256 CHF | 99,43% | 99,43% |