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 | 0,49% | 6,58 CHF | 6,61 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 45 479 CHF | 45 701 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 6,32 CHF | 6,36 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 41 167 CHF | 41 394 CHF | 97,66% | 97,66% |
18/11/2024 | 0,49% | 7,79 CHF | 7,82 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 46 022 CHF | 46 249 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 7,71 CHF | 7,75 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 46 646 CHF | 46 873 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 8,16 CHF | 8,19 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 48 248 CHF | 48 443 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 7,96 CHF | 7,99 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 46 441 CHF | 46 644 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 8,39 CHF | 8,42 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 51 783 CHF | 52 000 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 8,91 CHF | 8,94 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 54 987 CHF | 55 199 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 8,76 CHF | 8,79 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 51 876 CHF | 52 083 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 8,53 CHF | 8,57 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 52 966 CHF | 53 176 CHF | 100,00% | 100,00% |