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 | 1,00% | 91,29 CHF | 92,21 CHF | 5 000 | 5 000 | 4 980 | 4 468 | 455 531 CHF | 413 087 CHF | 88,03% | 88,24% |
19/11/2024 | 1,00% | 89,09 CHF | 89,99 CHF | 4 278 | 4 071 | 4 477 | 4 150 | 400 587 CHF | 374 970 CHF | 99,81% | 99,81% |
18/11/2024 | 1,00% | 93,80 CHF | 94,74 CHF | 5 000 | 5 000 | 4 872 | 4 519 | 454 944 CHF | 426 230 CHF | 90,34% | 90,34% |
15/11/2024 | 1,00% | 71,88 CHF | 72,60 CHF | 4 650 | 5 000 | 4 882 | 4 552 | 336 242 CHF | 315 028 CHF | 92,46% | 92,46% |
14/11/2024 | 1,00% | 57,68 CHF | 58,26 CHF | 5 000 | 5 000 | 4 740 | 4 948 | 278 203 CHF | 293 512 CHF | 88,90% | 88,90% |
13/11/2024 | 1,00% | 58,35 CHF | 58,94 CHF | 5 000 | 5 000 | 4 916 | 4 788 | 272 821 CHF | 268 455 CHF | 89,88% | 89,88% |
12/11/2024 | 1,00% | 54,52 CHF | 55,07 CHF | 5 000 | 4 500 | 5 000 | 4 945 | 267 088 CHF | 266 678 CHF | 91,03% | 91,03% |
11/11/2024 | 1,00% | 48,46 CHF | 48,95 CHF | 5 000 | 4 778 | 5 000 | 4 827 | 237 868 CHF | 231 940 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 44,85 CHF | 45,30 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 222 768 CHF | 225 016 CHF | 99,98% | 99,98% |
07/11/2024 | 1,00% | 44,49 CHF | 44,94 CHF | 5 000 | 5 000 | 4 791 | 5 000 | 213 416 CHF | 224 895 CHF | 100,00% | 100,00% |