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% | 5,39 CHF | 5,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 132 426 CHF | 133 752 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 5,33 CHF | 5,39 CHF | 25 000 | 25 000 | 24 951 | 24 951 | 131 665 CHF | 132 979 CHF | 93,38% | 93,38% |
18/11/2024 | 0,78% | 4,76 CHF | 4,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 120 222 CHF | 121 162 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 5,02 CHF | 5,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 242 933 CHF | 244 671 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 4,65 CHF | 4,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 119 623 CHF | 120 570 CHF | 99,50% | 99,50% |
13/11/2024 | 0,75% | 5,04 CHF | 5,07 CHF | 25 000 | 25 000 | 24 941 | 24 941 | 125 013 CHF | 125 948 CHF | 99,32% | 99,32% |
12/11/2024 | 0,71% | 4,97 CHF | 5,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 243 616 CHF | 245 358 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 4,61 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 225 545 CHF | 227 257 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 4,61 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 227 319 CHF | 229 009 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 4,45 CHF | 4,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 218 961 CHF | 220 676 CHF | 89,64% | 89,64% |