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 | 0,69% | 4,87 CHF | 4,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 124 287 CHF | 125 147 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 4,92 CHF | 4,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 122 142 CHF | 123 030 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 5,01 CHF | 5,04 CHF | 20 000 | 20 000 | 17 778 | 17 778 | 89 836 CHF | 90 537 CHF | 93,88% | 93,88% |
15/11/2024 | 0,71% | 5,18 CHF | 5,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 128 594 CHF | 129 514 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 4,88 CHF | 4,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 122 930 CHF | 123 789 CHF | 99,22% | 99,22% |
13/11/2024 | 0,70% | 4,83 CHF | 4,87 CHF | 25 000 | 25 000 | 24 890 | 24 774 | 120 240 CHF | 120 521 CHF | 99,36% | 99,36% |
12/11/2024 | 0,73% | 4,85 CHF | 4,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 101 733 CHF | 102 483 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 5,26 CHF | 5,30 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 105 062 CHF | 105 772 CHF | 99,78% | 99,78% |
08/11/2024 | 0,86% | 5,08 CHF | 5,12 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 62 929 CHF | 63 475 CHF | 86,95% | 86,95% |
07/11/2024 | 0,73% | 4,91 CHF | 4,95 CHF | 25 000 | 25 000 | 24 739 | 24 218 | 120 071 CHF | 118 505 CHF | 98,73% | 98,73% |