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 | 3,71% | 8,30 CHF | 8,60 CHF | 250 | 250 | 250 | 250 | 2 012 CHF | 2 088 CHF | 100,00% | 100,00% |
19/11/2024 | 3,00% | 8,37 CHF | 8,63 CHF | 250 | 250 | 250 | 250 | 2 171 CHF | 2 237 CHF | 100,00% | 100,00% |
18/11/2024 | 3,22% | 7,08 CHF | 7,32 CHF | 250 | 250 | 250 | 250 | 1 883 CHF | 1 945 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 6,72 CHF | 6,85 CHF | 750 | 750 | 750 | 750 | 4 886 CHF | 4 981 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 6,21 CHF | 6,34 CHF | 750 | 750 | 750 | 750 | 4 892 CHF | 5 003 CHF | 99,06% | 99,08% |
13/11/2024 | 3,34% | 3,98 CHF | 4,10 CHF | 750 | 750 | 750 | 750 | 2 813 CHF | 2 909 CHF | 100,00% | 100,00% |
12/11/2024 | 3,04% | 3,57 CHF | 3,68 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 3 377 CHF | 3 481 CHF | 100,00% | 100,00% |
11/11/2024 | 3,57% | 2,90 CHF | 3,00 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 2 806 CHF | 2 908 CHF | 100,00% | 100,00% |
08/11/2024 | 2,55% | 2,88 CHF | 2,95 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 2 894 CHF | 2 968 CHF | 100,00% | 100,00% |
07/11/2024 | 4,20% | 2,04 CHF | 2,13 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 1 943 CHF | 2 026 CHF | 99,56% | 99,56% |