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 | 0,80% | 7,95 CHF | 8,01 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 48 860 CHF | 49 255 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 7,61 CHF | 7,67 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 47 014 CHF | 47 402 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 7,42 CHF | 7,48 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 49 293 CHF | 49 686 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 6,29 CHF | 6,34 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 49 180 CHF | 49 594 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 6,02 CHF | 6,07 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 44 249 CHF | 44 601 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 5,92 CHF | 5,96 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 46 924 CHF | 47 274 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 5,61 CHF | 5,66 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 842 CHF | 43 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 6,70 CHF | 6,74 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 62 095 CHF | 62 458 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 5,30 CHF | 5,34 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 42 454 CHF | 42 811 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 5,79 CHF | 5,82 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 831 CHF | 58 133 CHF | 100,00% | 100,00% |