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 | 0,48% | 7,16 CHF | 7,17 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 71 271 CHF | 41 633 CHF | 99,09% | 99,09% |
20/11/2024 | 0,57% | 5,87 CHF | 5,88 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 60 160 CHF | 34 991 CHF | 99,62% | 99,62% |
19/11/2024 | 0,60% | 5,68 CHF | 5,69 CHF | 10 000 | 10 000 | 10 000 | 5 807 | 56 406 CHF | 32 834 CHF | 99,04% | 99,04% |
18/11/2024 | 0,55% | 5,86 CHF | 5,87 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 61 448 CHF | 35 583 CHF | 99,58% | 99,58% |
15/11/2024 | 0,54% | 6,14 CHF | 6,15 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 63 056 CHF | 36 590 CHF | 99,60% | 99,60% |
14/11/2024 | 0,45% | 6,90 CHF | 6,91 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 74 449 CHF | 42 714 CHF | 99,62% | 99,62% |
13/11/2024 | 0,45% | 7,89 CHF | 7,90 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 74 911 CHF | 44 492 CHF | 97,53% | 97,53% |
12/11/2024 | 0,46% | 7,80 CHF | 7,81 CHF | 10 000 | 10 000 | 10 000 | 5 841 | 73 927 CHF | 43 805 CHF | 94,99% | 94,99% |
11/11/2024 | 0,56% | 7,33 CHF | 7,34 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 62 549 CHF | 37 535 CHF | 99,53% | 99,53% |
08/11/2024 | 0,73% | 5,25 CHF | 5,26 CHF | 10 000 | 10 000 | 18 828 | 5 811 | 88 656 CHF | 27 942 CHF | 99,64% | 99,64% |