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 | 0,46% | 8,71 CHF | 8,75 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 26 940 CHF | 27 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 8,20 CHF | 8,24 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 23 954 CHF | 24 084 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 8,79 CHF | 8,83 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 497 CHF | 27 637 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 9,50 CHF | 9,55 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 988 CHF | 28 127 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 9,38 CHF | 9,42 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 849 CHF | 27 986 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 9,22 CHF | 9,27 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 175 CHF | 27 316 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 9,29 CHF | 9,34 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 28 899 CHF | 29 051 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 10,47 CHF | 10,52 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 31 524 CHF | 31 677 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 10,42 CHF | 10,47 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 30 952 CHF | 31 109 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 10,85 CHF | 10,90 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 32 716 CHF | 32 870 CHF | 100,00% | 100,00% |