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 | 0,77% | 2,86 CHF | 2,88 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 20 616 CHF | 20 776 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 2,66 CHF | 2,68 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 17 442 CHF | 17 606 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 2,82 CHF | 2,84 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 19 373 CHF | 19 531 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 2,69 CHF | 2,72 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 19 662 CHF | 19 823 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 2,80 CHF | 2,82 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 18 678 CHF | 18 843 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 2,58 CHF | 2,60 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 20 751 CHF | 20 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 2,39 CHF | 2,41 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 18 317 CHF | 18 491 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 2,89 CHF | 2,91 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 19 029 CHF | 19 205 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 3,29 CHF | 3,31 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 19 976 CHF | 20 148 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 3,18 CHF | 3,21 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 18 914 CHF | 19 087 CHF | 100,00% | 100,00% |