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 | 4,11% | 11,42 CHF | 11,67 CHF | 10 000 | 5 000 | 10 000 | 2 980 | 112 869 CHF | 35 003 CHF | 99,62% | 99,62% |
19/11/2024 | 4,65% | 9,04 CHF | 9,24 CHF | 10 000 | 7 500 | 10 000 | 3 513 | 80 126 CHF | 29 949 CHF | 99,63% | 99,63% |
18/11/2024 | 4,82% | 7,96 CHF | 8,12 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 62 756 CHF | 38 750 CHF | 99,59% | 99,59% |
15/11/2024 | 4,88% | 6,17 CHF | 6,36 CHF | 10 000 | 7 500 | 10 000 | 5 268 | 71 048 CHF | 38 859 CHF | 99,64% | 99,64% |
14/11/2024 | 4,36% | 7,90 CHF | 8,08 CHF | 10 000 | 7 500 | 10 000 | 5 268 | 75 799 CHF | 41 837 CHF | 99,63% | 99,63% |
13/11/2024 | 4,39% | 7,24 CHF | 7,40 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 66 490 CHF | 41 039 CHF | 97,56% | 97,56% |
12/11/2024 | 4,70% | 5,78 CHF | 5,92 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 54 692 CHF | 33 599 CHF | 99,63% | 99,63% |
11/11/2024 | 4,72% | 5,35 CHF | 5,48 CHF | 10 000 | 10 000 | 17 884 | 7 768 | 86 574 CHF | 39 866 CHF | 99,63% | 99,63% |
08/11/2024 | 4,86% | 4,58 CHF | 4,70 CHF | 20 000 | 10 000 | 19 804 | 5 811 | 94 781 CHF | 29 026 CHF | 99,62% | 99,62% |
07/11/2024 | 4,93% | 4,56 CHF | 4,67 CHF | 20 000 | 20 000 | 20 000 | 9 918 | 80 902 CHF | 42 683 CHF | 99,63% | 99,63% |