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 | 0,40% | 6,60 CHF | 6,63 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 135 859 CHF | 136 406 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 6,63 CHF | 6,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 99 646 CHF | 100 082 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 7,15 CHF | 7,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 105 678 CHF | 106 105 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 6,98 CHF | 7,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 107 456 CHF | 107 885 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 7,14 CHF | 7,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 137 169 CHF | 137 649 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 6,52 CHF | 6,54 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 127 768 CHF | 128 227 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 6,10 CHF | 6,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 98 495 CHF | 98 878 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 7,23 CHF | 7,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 109 274 CHF | 109 651 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 7,09 CHF | 7,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 113 301 CHF | 113 775 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 9,38 CHF | 9,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 140 789 CHF | 141 242 CHF | 100,00% | 100,00% |