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 | 0,38% | 10,07 CHF | 10,11 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 41 307 CHF | 41 466 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 10,28 CHF | 10,32 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 40 486 CHF | 40 655 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 11,02 CHF | 11,06 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 42 461 CHF | 42 622 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 10,59 CHF | 10,63 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 52 265 CHF | 52 461 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 10,05 CHF | 10,08 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 49 564 CHF | 49 743 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 8,61 CHF | 8,65 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 43 662 CHF | 43 838 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 8,49 CHF | 8,53 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 38 083 CHF | 38 246 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 10,20 CHF | 10,24 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 51 819 CHF | 52 019 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 9,96 CHF | 10,01 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 42 341 CHF | 42 515 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 11,33 CHF | 11,37 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 45 182 CHF | 45 354 CHF | 100,00% | 100,00% |