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 | 0,26% | 7,75 CHF | 7,77 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 71 253 CHF | 71 437 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 7,90 CHF | 7,93 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 62 539 CHF | 62 707 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 8,22 CHF | 8,25 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 65 851 CHF | 66 026 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 8,40 CHF | 8,42 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 67 996 CHF | 68 174 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 8,80 CHF | 8,82 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 70 142 CHF | 70 327 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 8,46 CHF | 8,48 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 68 616 CHF | 68 806 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 8,64 CHF | 8,66 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 63 017 CHF | 63 197 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 9,61 CHF | 9,63 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 76 894 CHF | 77 097 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 9,39 CHF | 9,42 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 67 637 CHF | 67 834 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 10,58 CHF | 10,61 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 73 387 CHF | 73 574 CHF | 100,00% | 100,00% |