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 | 2,10% | 7,55 CHF | 7,70 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 70 887 CHF | 36 194 CHF | 99,56% | 99,56% |
19/11/2024 | 2,16% | 6,90 CHF | 7,05 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 68 742 CHF | 35 121 CHF | 99,55% | 99,55% |
18/11/2024 | 2,16% | 6,97 CHF | 7,12 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 68 852 CHF | 35 176 CHF | 99,55% | 99,55% |
15/11/2024 | 2,25% | 6,79 CHF | 6,94 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 65 887 CHF | 33 694 CHF | 98,90% | 98,90% |
14/11/2024 | 2,20% | 6,32 CHF | 6,47 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 67 641 CHF | 34 570 CHF | 98,69% | 98,69% |
13/11/2024 | 1,51% | 6,90 CHF | 7,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 771 CHF | 66 771 CHF | 96,42% | 96,42% |
12/11/2024 | 0,87% | 6,26 CHF | 6,31 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 097 CHF | 57 597 CHF | 97,95% | 97,95% |
11/11/2024 | 1,30% | 3,85 CHF | 3,90 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 76 484 CHF | 38 742 CHF | 99,50% | 99,50% |
08/11/2024 | 1,21% | 4,11 CHF | 4,16 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 82 193 CHF | 41 596 CHF | 99,50% | 99,50% |
07/11/2024 | 1,30% | 3,90 CHF | 3,95 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 76 662 CHF | 38 831 CHF | 99,32% | 99,32% |