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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,40% | 7,83 CHF | 7,86 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 79 281 CHF | 79 596 CHF | 100,00% | 100,00% |
20/11/2024 | 0,39% | 7,81 CHF | 7,84 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 76 501 CHF | 76 799 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 7,73 CHF | 7,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 113 841 CHF | 114 232 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 6,74 CHF | 6,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 102 160 CHF | 102 582 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 7,17 CHF | 7,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 103 549 CHF | 103 948 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 6,54 CHF | 6,56 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 101 806 CHF | 102 253 CHF | 99,98% | 99,98% |
13/11/2024 | 0,41% | 7,22 CHF | 7,24 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 107 595 CHF | 108 034 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 7,09 CHF | 7,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 104 054 CHF | 104 462 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 6,49 CHF | 6,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 94 824 CHF | 95 233 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 6,49 CHF | 6,51 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 813 CHF | 96 202 CHF | 100,00% | 100,00% |