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 | 0,24% | 8,91 CHF | 8,93 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 35 661 CHF | 35 749 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 8,68 CHF | 8,70 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 34 550 CHF | 34 636 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 8,54 CHF | 8,56 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 42 055 CHF | 42 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 8,16 CHF | 8,18 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 40 507 CHF | 40 607 CHF | 98,88% | 98,88% |
14/11/2024 | 0,27% | 7,73 CHF | 7,75 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 38 399 CHF | 38 502 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 7,82 CHF | 7,84 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 39 713 CHF | 39 816 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,67 CHF | 7,69 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 32 193 CHF | 32 282 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 8,61 CHF | 8,63 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 35 625 CHF | 35 721 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 9,29 CHF | 9,32 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 29 165 CHF | 29 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 11,66 CHF | 11,69 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 46 036 CHF | 46 142 CHF | 100,00% | 100,00% |