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 | 1,40% | 9,04 CHF | 9,10 CHF | 10 500 | 10 500 | 4 632 | 4 632 | 37 939 CHF | 38 358 CHF | 99,57% | 99,57% |
19/11/2024 | 1,57% | 7,68 CHF | 7,76 CHF | 8 000 | 8 000 | 3 580 | 3 580 | 30 907 CHF | 31 315 CHF | 99,18% | 99,18% |
18/11/2024 | 1,37% | 10,27 CHF | 10,35 CHF | 7 700 | 7 700 | 3 469 | 3 469 | 36 258 CHF | 36 673 CHF | 99,90% | 99,90% |
15/11/2024 | 1,25% | 11,15 CHF | 11,22 CHF | 9 100 | 9 100 | 3 738 | 3 738 | 40 427 CHF | 40 790 CHF | 91,62% | 91,62% |
14/11/2024 | 1,12% | 6,57 CHF | 6,63 CHF | 11 100 | 11 100 | 4 908 | 4 908 | 32 937 CHF | 33 276 CHF | 99,72% | 99,72% |
13/11/2024 | 0,98% | 7,19 CHF | 7,25 CHF | 8 600 | 8 600 | 4 045 | 4 045 | 33 067 CHF | 33 367 CHF | 99,93% | 99,93% |
12/11/2024 | 0,99% | 8,56 CHF | 8,61 CHF | 10 200 | 10 200 | 4 499 | 4 499 | 37 532 CHF | 37 843 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 8,10 CHF | 8,15 CHF | 10 700 | 10 700 | 4 413 | 4 413 | 34 349 CHF | 34 649 CHF | 99,90% | 99,90% |
08/11/2024 | 1,14% | 6,50 CHF | 6,55 CHF | 9 100 | 9 100 | 4 231 | 4 231 | 29 358 CHF | 29 651 CHF | 97,38% | 97,38% |
07/11/2024 | 0,95% | 8,47 CHF | 8,52 CHF | 9 200 | 9 200 | 4 073 | 4 073 | 34 633 CHF | 34 919 CHF | 100,00% | 100,00% |