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 | 1,30% | 6,93 CHF | 7,02 CHF | 9 800 | 9 800 | 9 800 | 9 800 | 67 661 CHF | 68 543 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 5,99 CHF | 6,08 CHF | 10 200 | 10 200 | 9 988 | 9 988 | 59 924 CHF | 60 823 CHF | 99,89% | 99,89% |
18/11/2024 | 1,42% | 6,07 CHF | 6,16 CHF | 9 600 | 9 600 | 9 637 | 9 637 | 60 900 CHF | 61 767 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 6,22 CHF | 6,31 CHF | 9 500 | 9 500 | 9 500 | 9 500 | 59 661 CHF | 60 516 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 6,36 CHF | 6,45 CHF | 9 500 | 9 500 | 9 699 | 9 699 | 58 368 CHF | 59 241 CHF | 100,00% | 100,00% |
13/11/2024 | 1,41% | 6,30 CHF | 6,39 CHF | 9 700 | 9 700 | 9 700 | 9 700 | 61 358 CHF | 62 231 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 6,28 CHF | 6,37 CHF | 8 900 | 8 900 | 8 900 | 8 900 | 57 958 CHF | 58 759 CHF | 99,91% | 99,91% |
11/11/2024 | 1,40% | 7,08 CHF | 7,18 CHF | 8 700 | 8 700 | 8 700 | 8 700 | 61 848 CHF | 62 718 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 6,76 CHF | 6,88 CHF | 7 200 | 7 200 | 7 200 | 7 200 | 50 236 CHF | 51 100 CHF | 98,94% | 98,94% |
07/11/2024 | 1,18% | 8,74 CHF | 8,84 CHF | 8 900 | 8 900 | 8 900 | 8 900 | 75 288 CHF | 76 178 CHF | 100,00% | 100,00% |