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 | 1,50% | 4,06 CHF | 4,12 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 81 992 CHF | 83 235 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 4,10 CHF | 4,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 80 601 CHF | 81 859 CHF | 84,85% | 84,85% |
18/11/2024 | 1,56% | 4,12 CHF | 4,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 81 696 CHF | 82 985 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 4,21 CHF | 4,27 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 85 202 CHF | 86 567 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 4,54 CHF | 4,61 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 88 229 CHF | 89 536 CHF | 99,44% | 99,44% |
13/11/2024 | 1,56% | 4,31 CHF | 4,38 CHF | 20 000 | 20 000 | 20 000 | 19 822 | 86 100 CHF | 86 675 CHF | 98,88% | 98,88% |
12/11/2024 | 1,54% | 4,43 CHF | 4,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 89 974 CHF | 91 374 CHF | 100,00% | 100,00% |
11/11/2024 | 1,48% | 4,63 CHF | 4,70 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 93 025 CHF | 94 411 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 4,59 CHF | 4,66 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 92 527 CHF | 93 923 CHF | 99,51% | 99,51% |
07/11/2024 | 1,53% | 4,58 CHF | 4,66 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 94 152 CHF | 95 598 CHF | 78,59% | 78,59% |