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 | 0,58% | 8,45 CHF | 8,50 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 34 554 CHF | 34 755 CHF | 99,56% | 99,56% |
19/11/2024 | 0,62% | 8,42 CHF | 8,47 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 33 531 CHF | 33 739 CHF | 99,43% | 99,47% |
18/11/2024 | 0,59% | 8,72 CHF | 8,77 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 33 340 CHF | 33 536 CHF | 99,55% | 99,55% |
15/11/2024 | 0,62% | 8,06 CHF | 8,11 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 32 629 CHF | 32 831 CHF | 98,86% | 98,86% |
14/11/2024 | 0,61% | 8,39 CHF | 8,43 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 32 533 CHF | 32 733 CHF | 99,54% | 99,54% |
13/11/2024 | 0,66% | 7,63 CHF | 7,68 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 31 488 CHF | 31 697 CHF | 99,53% | 99,53% |
12/11/2024 | 0,68% | 8,10 CHF | 8,16 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 25 964 CHF | 26 140 CHF | 99,52% | 99,52% |
11/11/2024 | 0,61% | 9,36 CHF | 9,41 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 36 667 CHF | 36 893 CHF | 99,58% | 99,58% |
08/11/2024 | 0,63% | 8,94 CHF | 9,00 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 36 009 CHF | 36 235 CHF | 99,51% | 99,51% |
07/11/2024 | 0,65% | 9,08 CHF | 9,14 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 27 374 CHF | 27 552 CHF | 99,57% | 99,57% |