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 | 1,24% | 4,67 CHF | 4,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 72 247 CHF | 73 147 CHF | 99,46% | 99,46% |
19/11/2024 | 1,31% | 4,92 CHF | 4,98 CHF | 15 000 | 15 000 | 14 997 | 14 998 | 68 395 CHF | 69 295 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 4,36 CHF | 4,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 59 374 CHF | 60 274 CHF | 99,30% | 99,30% |
15/11/2024 | 1,65% | 3,65 CHF | 3,71 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 116 CHF | 55 016 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 3,08 CHF | 3,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 304 CHF | 47 203 CHF | 100,00% | 100,00% |
13/11/2024 | 1,75% | 3,30 CHF | 3,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 51 054 CHF | 51 954 CHF | 100,00% | 100,00% |
12/11/2024 | 1,64% | 3,35 CHF | 3,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 586 CHF | 55 486 CHF | 99,81% | 99,81% |
11/11/2024 | 1,45% | 4,03 CHF | 4,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 836 CHF | 62 736 CHF | 99,78% | 99,78% |
08/11/2024 | 1,36% | 4,16 CHF | 4,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 65 565 CHF | 66 465 CHF | 99,17% | 99,17% |
07/11/2024 | 1,22% | 4,88 CHF | 4,94 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 73 251 CHF | 74 151 CHF | 99,96% | 99,96% |