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 | 0,79% | 14,94 CHF | 15,07 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 62 923 CHF | 63 422 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 14,78 CHF | 14,91 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 60 581 CHF | 61 096 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 15,55 CHF | 15,68 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 59 968 CHF | 60 455 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 14,84 CHF | 14,95 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 57 717 CHF | 58 183 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 14,02 CHF | 14,12 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 52 968 CHF | 53 400 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 12,36 CHF | 12,46 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 61 144 CHF | 61 643 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 11,27 CHF | 11,39 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 49 197 CHF | 49 669 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 13,75 CHF | 13,86 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 68 037 CHF | 68 565 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 12,07 CHF | 12,19 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 49 103 CHF | 49 567 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 13,56 CHF | 13,67 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 55 335 CHF | 55 790 CHF | 100,00% | 100,00% |