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 | 0,27% | 3,82 CHF | 3,83 CHF | 25 000 | 25 000 | 21 087 | 15 217 | 76 984 CHF | 55 913 CHF | 99,68% | 99,68% |
19/11/2024 | 1,19% | 3,61 CHF | 3,62 CHF | 25 000 | 25 000 | 12 678 | 10 252 | 47 674 CHF | 38 589 CHF | 95,93% | 95,93% |
18/11/2024 | 0,27% | 3,62 CHF | 3,63 CHF | 25 000 | 25 000 | 21 090 | 15 225 | 77 221 CHF | 55 819 CHF | 99,39% | 99,39% |
15/11/2024 | 1,99% | 4,30 CHF | 4,39 CHF | 2 500 | 2 500 | 1 523 | 1 523 | 6 794 CHF | 6 931 CHF | 99,20% | 99,20% |
14/11/2024 | 2,19% | 4,29 CHF | 4,38 CHF | 2 500 | 2 500 | 1 522 | 1 522 | 6 231 CHF | 6 368 CHF | 99,52% | 99,52% |
13/11/2024 | 1,90% | 4,05 CHF | 4,06 CHF | 25 000 | 25 000 | 6 294 | 6 294 | 24 769 CHF | 24 911 CHF | 97,28% | 97,28% |
12/11/2024 | 2,10% | 3,71 CHF | 3,80 CHF | 2 500 | 2 500 | 5 706 | 4 034 | 19 103 CHF | 13 794 CHF | 97,84% | 97,84% |
11/11/2024 | 0,27% | 3,36 CHF | 3,37 CHF | 25 000 | 25 000 | 21 074 | 15 186 | 77 108 CHF | 55 541 CHF | 98,59% | 98,59% |
08/11/2024 | 0,21% | 4,35 CHF | 4,36 CHF | 25 000 | 25 000 | 21 087 | 15 217 | 99 403 CHF | 71 380 CHF | 99,46% | 99,46% |
07/11/2024 | 0,20% | 4,80 CHF | 4,81 CHF | 25 000 | 25 000 | 15 225 | 15 225 | 76 635 CHF | 76 787 CHF | 99,36% | 99,36% |