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 | 1,31% | 5,82 CHF | 5,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 776 CHF | 60 564 CHF | 100,00% | 100,00% |
19/11/2024 | 1,36% | 5,90 CHF | 5,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 251 CHF | 59 051 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 6,05 CHF | 6,13 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 54 910 CHF | 55 669 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 6,22 CHF | 6,30 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 56 996 CHF | 57 752 CHF | 100,00% | 100,00% |
14/11/2024 | 1,36% | 6,28 CHF | 6,37 CHF | 10 000 | 10 000 | 9 953 | 9 953 | 61 389 CHF | 62 223 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 6,08 CHF | 6,16 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 55 349 CHF | 56 110 CHF | 100,00% | 100,00% |
12/11/2024 | 1,40% | 6,27 CHF | 6,36 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 58 245 CHF | 59 062 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 6,86 CHF | 6,95 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 61 586 CHF | 62 370 CHF | 100,00% | 100,00% |
08/11/2024 | 1,33% | 6,49 CHF | 6,57 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 57 916 CHF | 58 687 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 6,47 CHF | 6,55 CHF | 9 000 | 9 000 | 8 956 | 8 956 | 58 648 CHF | 59 410 CHF | 100,00% | 100,00% |