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 | 1,55% | 5,72 CHF | 5,81 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 51 981 CHF | 52 791 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 6,77 CHF | 6,86 CHF | 9 700 | 9 700 | 9 523 | 9 523 | 64 249 CHF | 65 106 CHF | 99,84% | 99,84% |
18/11/2024 | 1,39% | 6,72 CHF | 6,81 CHF | 9 200 | 9 200 | 9 231 | 9 231 | 59 592 CHF | 60 423 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 6,57 CHF | 6,66 CHF | 9 300 | 9 300 | 9 300 | 9 300 | 60 736 CHF | 61 573 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 6,45 CHF | 6,54 CHF | 9 300 | 9 300 | 9 499 | 9 499 | 64 407 CHF | 65 262 CHF | 100,00% | 100,00% |
13/11/2024 | 1,38% | 6,46 CHF | 6,55 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 58 239 CHF | 59 049 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 6,54 CHF | 6,62 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 63 346 CHF | 64 146 CHF | 99,86% | 99,86% |
11/11/2024 | 1,36% | 5,85 CHF | 5,93 CHF | 10 200 | 10 200 | 10 200 | 10 200 | 59 401 CHF | 60 217 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 6,07 CHF | 6,14 CHF | 12 600 | 12 600 | 12 600 | 12 600 | 75 078 CHF | 75 960 CHF | 98,89% | 98,89% |
07/11/2024 | 1,89% | 4,97 CHF | 5,07 CHF | 8 800 | 8 800 | 8 800 | 8 800 | 46 358 CHF | 47 238 CHF | 100,00% | 100,00% |