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 | 3,33% | 11,33 CHF | 11,53 CHF | 10 000 | 7 500 | 10 000 | 3 513 | 112 199 CHF | 40 676 CHF | 99,62% | 99,62% |
19/11/2024 | 3,70% | 9,34 CHF | 9,51 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 84 818 CHF | 51 392 CHF | 99,63% | 99,63% |
18/11/2024 | 3,82% | 8,42 CHF | 8,56 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 69 484 CHF | 42 367 CHF | 99,58% | 99,58% |
15/11/2024 | 3,85% | 6,86 CHF | 7,02 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 76 566 CHF | 45 433 CHF | 99,63% | 99,63% |
14/11/2024 | 3,52% | 8,33 CHF | 8,48 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 80 538 CHF | 48 584 CHF | 99,61% | 99,61% |
13/11/2024 | 3,55% | 7,75 CHF | 7,89 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 72 311 CHF | 44 213 CHF | 97,56% | 97,56% |
12/11/2024 | 3,77% | 6,45 CHF | 6,57 CHF | 10 000 | 10 000 | 10 000 | 7 768 | 61 690 CHF | 49 913 CHF | 99,63% | 99,63% |
11/11/2024 | 3,80% | 6,06 CHF | 6,17 CHF | 10 000 | 10 000 | 10 000 | 7 768 | 56 225 CHF | 45 470 CHF | 99,63% | 99,63% |
08/11/2024 | 3,89% | 5,33 CHF | 5,45 CHF | 10 000 | 10 000 | 10 000 | 7 775 | 55 229 CHF | 44 542 CHF | 99,63% | 99,63% |
07/11/2024 | 3,94% | 5,30 CHF | 5,40 CHF | 20 000 | 20 000 | 19 993 | 9 918 | 96 246 CHF | 50 172 CHF | 99,63% | 99,63% |