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 | 1,38% | 8,97 CHF | 9,09 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 500 CHF | 27 882 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 9,18 CHF | 9,31 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 620 CHF | 28 018 CHF | 100,00% | 100,00% |
18/11/2024 | 1,38% | 9,59 CHF | 9,72 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 28 735 CHF | 29 133 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 9,64 CHF | 9,78 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 29 560 CHF | 29 962 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 10,10 CHF | 10,20 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 29 749 CHF | 30 093 CHF | 100,00% | 100,00% |
13/11/2024 | 1,20% | 9,62 CHF | 9,74 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 29 086 CHF | 29 437 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 9,69 CHF | 9,82 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 19 936 CHF | 20 192 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 10,76 CHF | 10,88 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 31 643 CHF | 32 017 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 10,42 CHF | 10,55 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 20 987 CHF | 21 248 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 11,08 CHF | 11,21 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 22 294 CHF | 22 556 CHF | 100,00% | 100,00% |