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 | 1,37% | 6,79 CHF | 6,88 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 60 021 CHF | 60 848 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 6,77 CHF | 6,86 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 61 468 CHF | 62 249 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 6,65 CHF | 6,74 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 59 152 CHF | 59 924 CHF | 100,00% | 100,00% |
15/11/2024 | 1,33% | 6,47 CHF | 6,55 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 57 292 CHF | 58 056 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 6,43 CHF | 6,52 CHF | 9 000 | 9 000 | 8 955 | 8 955 | 58 423 CHF | 59 197 CHF | 100,00% | 100,00% |
13/11/2024 | 1,29% | 6,59 CHF | 6,68 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 58 711 CHF | 59 471 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 6,43 CHF | 6,50 CHF | 10 000 | 10 000 | 9 978 | 9 978 | 62 171 CHF | 62 947 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 5,90 CHF | 5,99 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 53 459 CHF | 54 226 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 6,29 CHF | 6,37 CHF | 9 000 | 9 000 | 8 978 | 8 978 | 57 026 CHF | 57 779 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 6,38 CHF | 6,46 CHF | 9 000 | 9 000 | 8 955 | 8 955 | 56 376 CHF | 57 177 CHF | 100,00% | 100,00% |