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 | 4,28% | 3,66 CHF | 3,76 CHF | 50 000 | 50 000 | 26 514 | 18 685 | 104 779 CHF | 75 121 CHF | 99,58% | 99,58% |
19/11/2024 | 4,54% | 3,71 CHF | 3,81 CHF | 50 000 | 50 000 | 27 499 | 19 999 | 102 706 CHF | 77 121 CHF | 86,43% | 86,43% |
18/11/2024 | 4,45% | 4,04 CHF | 4,14 CHF | 50 000 | 50 000 | 26 514 | 18 686 | 104 478 CHF | 76 576 CHF | 99,56% | 99,56% |
15/11/2024 | 3,78% | 4,01 CHF | 4,11 CHF | 50 000 | 50 000 | 26 509 | 18 679 | 119 068 CHF | 84 931 CHF | 99,59% | 99,59% |
14/11/2024 | 3,62% | 4,86 CHF | 4,96 CHF | 50 000 | 50 000 | 26 514 | 18 685 | 129 221 CHF | 94 158 CHF | 99,56% | 99,56% |
13/11/2024 | 3,87% | 4,48 CHF | 4,58 CHF | 50 000 | 50 000 | 26 654 | 18 872 | 118 952 CHF | 86 439 CHF | 97,50% | 97,50% |
12/11/2024 | 4,14% | 4,43 CHF | 4,53 CHF | 50 000 | 50 000 | 26 685 | 18 914 | 113 470 CHF | 83 710 CHF | 96,96% | 96,96% |
11/11/2024 | 3,80% | 4,23 CHF | 4,33 CHF | 50 000 | 50 000 | 26 510 | 18 680 | 121 471 CHF | 88 020 CHF | 99,57% | 99,57% |
08/11/2024 | 3,64% | 4,73 CHF | 4,83 CHF | 50 000 | 50 000 | 26 510 | 18 681 | 127 738 CHF | 92 779 CHF | 99,59% | 99,59% |
07/11/2024 | 3,86% | 4,91 CHF | 5,01 CHF | 50 000 | 50 000 | 26 511 | 18 682 | 121 279 CHF | 88 668 CHF | 99,60% | 99,60% |