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 | 1,24% | 4,97 CHF | 5,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 72 223 CHF | 73 123 CHF | 99,45% | 99,45% |
19/11/2024 | 1,18% | 4,68 CHF | 4,74 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 75 667 CHF | 76 567 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 5,28 CHF | 5,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 85 415 CHF | 86 315 CHF | 99,29% | 99,29% |
15/11/2024 | 0,98% | 6,03 CHF | 6,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 91 021 CHF | 91 921 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 6,59 CHF | 6,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 99 076 CHF | 99 976 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 6,34 CHF | 6,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 93 348 CHF | 94 248 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 6,27 CHF | 6,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 89 681 CHF | 90 581 CHF | 99,78% | 99,78% |
11/11/2024 | 1,09% | 5,57 CHF | 5,63 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 087 CHF | 82 987 CHF | 99,77% | 99,77% |
08/11/2024 | 1,16% | 5,39 CHF | 5,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 77 309 CHF | 78 209 CHF | 99,16% | 99,16% |
07/11/2024 | 1,28% | 4,65 CHF | 4,71 CHF | 15 000 | 15 000 | 14 996 | 14 996 | 70 084 CHF | 70 984 CHF | 100,00% | 100,00% |