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 | 0,33% | 9,59 CHF | 9,62 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 29 455 CHF | 29 552 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 9,98 CHF | 10,02 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 28 699 CHF | 28 802 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 11,18 CHF | 11,22 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 33 469 CHF | 33 574 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 11,32 CHF | 11,35 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 34 712 CHF | 34 818 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 11,79 CHF | 11,82 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 34 196 CHF | 34 276 CHF | 99,99% | 99,99% |
13/11/2024 | 0,26% | 10,28 CHF | 10,31 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 31 262 CHF | 31 343 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 10,65 CHF | 10,68 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 33 268 CHF | 33 353 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 11,90 CHF | 11,93 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 34 238 CHF | 34 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 10,73 CHF | 10,76 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 22 188 CHF | 22 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 13,36 CHF | 13,39 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 26 730 CHF | 26 791 CHF | 100,00% | 100,00% |