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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 13,25 CHF | 13,29 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 76 802 CHF | 77 031 CHF | 98,45% | 98,45% |
20/11/2024 | 0,29% | 12,71 CHF | 12,75 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 66 066 CHF | 66 260 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 12,53 CHF | 12,57 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 63 480 CHF | 63 686 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 13,96 CHF | 14,00 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 68 525 CHF | 68 732 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 13,77 CHF | 13,81 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 69 633 CHF | 69 837 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 13,66 CHF | 13,70 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 66 422 CHF | 66 607 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 12,62 CHF | 12,66 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 63 177 CHF | 63 360 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 12,05 CHF | 12,10 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 54 079 CHF | 54 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 15,25 CHF | 15,29 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 62 640 CHF | 62 811 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 15,19 CHF | 15,24 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 62 264 CHF | 62 455 CHF | 100,00% | 100,00% |