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 | 0,93% | 4,08 CHF | 4,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 104 296 CHF | 105 270 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 3,95 CHF | 3,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 642 CHF | 79 442 CHF | 85,49% | 85,49% |
18/11/2024 | 0,97% | 4,04 CHF | 4,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 100 308 CHF | 101 281 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 3,90 CHF | 3,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 93 865 CHF | 94 857 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 4,05 CHF | 4,09 CHF | 20 000 | 20 000 | 19 266 | 19 266 | 72 758 CHF | 73 547 CHF | 99,27% | 99,27% |
13/11/2024 | 0,95% | 4,06 CHF | 4,09 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 100 274 CHF | 101 224 CHF | 99,40% | 99,40% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
11/11/2024 | 0,97% | 4,23 CHF | 4,28 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 85 276 CHF | 86 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 4,21 CHF | 4,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 83 983 CHF | 84 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 4,33 CHF | 4,38 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 87 789 CHF | 88 629 CHF | 90,34% | 90,34% |