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 | 1,21% | 4,48 CHF | 4,53 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 93 781 CHF | 47 463 CHF | 99,37% | 99,37% |
19/11/2024 | 1,36% | 4,41 CHF | 4,47 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 85 401 CHF | 43 283 CHF | 84,88% | 84,88% |
18/11/2024 | 1,24% | 4,59 CHF | 4,65 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 90 046 CHF | 45 584 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 4,40 CHF | 4,46 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 88 572 CHF | 44 872 CHF | 99,49% | 99,49% |
14/11/2024 | 1,24% | 4,66 CHF | 4,71 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 90 536 CHF | 45 831 CHF | 99,44% | 99,44% |
13/11/2024 | 1,33% | 4,41 CHF | 4,47 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 88 432 CHF | 44 524 CHF | 98,88% | 98,88% |
12/11/2024 | 1,31% | 4,56 CHF | 4,63 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 95 963 CHF | 48 612 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 5,06 CHF | 5,12 CHF | 10 000 | 10 000 | 17 398 | 9 744 | 85 470 CHF | 48 595 CHF | 100,00% | 100,00% |
08/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
07/11/2024 | 1,20% | 5,23 CHF | 5,30 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 53 333 CHF | 40 484 CHF | 43,77% | 43,77% |