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 | 1,04% | 4,90 CHF | 4,95 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 95 573 CHF | 48 286 CHF | 99,54% | 99,54% |
19/11/2024 | 1,05% | 4,72 CHF | 4,77 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 95 194 CHF | 48 097 CHF | 99,50% | 99,50% |
18/11/2024 | 1,13% | 4,37 CHF | 4,42 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 88 166 CHF | 44 583 CHF | 99,48% | 99,48% |
15/11/2024 | 1,16% | 4,30 CHF | 4,35 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 85 945 CHF | 43 472 CHF | 90,74% | 90,74% |
14/11/2024 | 1,05% | 4,50 CHF | 4,55 CHF | 20 000 | 10 000 | 19 331 | 10 000 | 91 102 CHF | 47 735 CHF | 99,16% | 99,16% |
13/11/2024 | 1,03% | 5,14 CHF | 5,19 CHF | 10 000 | 10 000 | 17 580 | 10 000 | 84 600 CHF | 49 043 CHF | 97,40% | 97,40% |
12/11/2024 | 1,15% | 4,55 CHF | 4,60 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 86 601 CHF | 43 801 CHF | 99,50% | 99,50% |
11/11/2024 | 1,16% | 4,20 CHF | 4,25 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 86 095 CHF | 43 547 CHF | 99,50% | 99,50% |
08/11/2024 | 1,13% | 4,52 CHF | 4,57 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 88 027 CHF | 44 514 CHF | 99,49% | 99,49% |
07/11/2024 | 1,31% | 3,83 CHF | 3,88 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 75 650 CHF | 38 325 CHF | 98,66% | 98,66% |