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 | 0,43% | 8,62 CHF | 8,66 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 69 043 CHF | 69 338 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 8,17 CHF | 8,21 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 65 348 CHF | 65 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 8,77 CHF | 8,81 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 69 845 CHF | 70 157 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 8,88 CHF | 8,92 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 63 365 CHF | 63 645 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 9,32 CHF | 9,36 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 71 446 CHF | 71 726 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 8,60 CHF | 8,64 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 66 383 CHF | 66 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 9,05 CHF | 9,09 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 66 159 CHF | 66 432 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 9,76 CHF | 9,80 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 67 898 CHF | 68 158 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 9,17 CHF | 9,20 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 64 442 CHF | 64 702 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 9,46 CHF | 9,50 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 75 505 CHF | 75 798 CHF | 100,00% | 100,00% |