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 | 0,46% | 7,39 CHF | 7,40 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 73 592 CHF | 42 975 CHF | 99,13% | 99,13% |
20/11/2024 | 0,55% | 6,10 CHF | 6,11 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 62 465 CHF | 36 321 CHF | 99,68% | 99,68% |
19/11/2024 | 0,58% | 5,91 CHF | 5,92 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 58 705 CHF | 34 163 CHF | 99,10% | 99,10% |
18/11/2024 | 0,53% | 6,10 CHF | 6,11 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 63 757 CHF | 36 917 CHF | 99,63% | 99,63% |
15/11/2024 | 0,52% | 6,37 CHF | 6,38 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 65 367 CHF | 37 924 CHF | 99,66% | 99,66% |
14/11/2024 | 0,44% | 7,13 CHF | 7,14 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 76 764 CHF | 44 049 CHF | 99,68% | 99,68% |
13/11/2024 | 0,44% | 8,12 CHF | 8,13 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 77 207 CHF | 45 835 CHF | 97,56% | 97,56% |
12/11/2024 | 0,45% | 8,03 CHF | 8,04 CHF | 10 000 | 10 000 | 10 000 | 5 838 | 76 219 CHF | 45 127 CHF | 95,15% | 95,15% |
11/11/2024 | 0,54% | 7,56 CHF | 7,57 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 64 834 CHF | 38 852 CHF | 99,57% | 99,57% |
08/11/2024 | 0,70% | 5,48 CHF | 5,49 CHF | 10 000 | 10 000 | 17 871 | 5 810 | 88 066 CHF | 29 259 CHF | 99,68% | 99,68% |