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% | 8,22 CHF | 8,25 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 49 784 CHF | 49 981 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 8,25 CHF | 8,28 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 51 168 CHF | 51 373 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 8,79 CHF | 8,82 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 49 825 CHF | 50 019 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 8,03 CHF | 8,06 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 49 702 CHF | 49 903 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 8,80 CHF | 8,84 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 51 247 CHF | 51 422 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 9,23 CHF | 9,26 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 48 424 CHF | 48 595 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 9,15 CHF | 9,19 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 54 518 CHF | 54 695 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 11,74 CHF | 11,77 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 58 848 CHF | 59 021 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 11,26 CHF | 11,29 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 55 613 CHF | 55 782 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 11,18 CHF | 11,22 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 56 568 CHF | 56 733 CHF | 100,00% | 100,00% |