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 | 1,25% | 4,93 CHF | 4,99 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 71 627 CHF | 72 527 CHF | 99,46% | 99,46% |
19/11/2024 | 1,19% | 4,64 CHF | 4,70 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 75 074 CHF | 75 974 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 5,24 CHF | 5,30 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 84 819 CHF | 85 719 CHF | 99,29% | 99,29% |
15/11/2024 | 0,99% | 5,99 CHF | 6,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 90 425 CHF | 91 325 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 6,55 CHF | 6,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 98 478 CHF | 99 378 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 6,30 CHF | 6,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 92 754 CHF | 93 654 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 6,23 CHF | 6,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 89 093 CHF | 89 993 CHF | 99,80% | 99,80% |
11/11/2024 | 1,10% | 5,53 CHF | 5,59 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 81 497 CHF | 82 397 CHF | 99,77% | 99,77% |
08/11/2024 | 1,17% | 5,35 CHF | 5,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 76 722 CHF | 77 622 CHF | 99,16% | 99,16% |
07/11/2024 | 1,29% | 4,61 CHF | 4,67 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 69 485 CHF | 70 385 CHF | 99,96% | 99,96% |