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 | 1,08% | 5,67 CHF | 5,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 775 CHF | 83 675 CHF | 99,47% | 99,47% |
19/11/2024 | 1,04% | 5,38 CHF | 5,44 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 86 182 CHF | 87 082 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 5,99 CHF | 6,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 984 CHF | 96 884 CHF | 99,30% | 99,30% |
15/11/2024 | 0,88% | 6,74 CHF | 6,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 101 603 CHF | 102 503 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 7,30 CHF | 7,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 109 668 CHF | 110 568 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 7,04 CHF | 7,10 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 103 864 CHF | 104 764 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 6,97 CHF | 7,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 100 186 CHF | 101 086 CHF | 99,83% | 99,83% |
11/11/2024 | 0,97% | 6,27 CHF | 6,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 92 558 CHF | 93 458 CHF | 99,78% | 99,78% |
08/11/2024 | 1,02% | 6,08 CHF | 6,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 87 698 CHF | 88 598 CHF | 99,11% | 99,11% |
07/11/2024 | 1,11% | 5,34 CHF | 5,40 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 80 488 CHF | 81 388 CHF | 99,96% | 99,96% |