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 | 0,85% | 3,95 CHF | 3,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 101 048 CHF | 101 914 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 3,99 CHF | 4,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 99 009 CHF | 99 882 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 4,08 CHF | 4,12 CHF | 20 000 | 20 000 | 20 000 | 17 778 | 82 760 CHF | 74 053 CHF | 93,88% | 93,88% |
15/11/2024 | 0,86% | 4,25 CHF | 4,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 105 362 CHF | 106 269 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 3,96 CHF | 4,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 99 905 CHF | 100 760 CHF | 99,22% | 99,22% |
13/11/2024 | 0,92% | 3,91 CHF | 3,95 CHF | 25 000 | 25 000 | 24 890 | 24 774 | 97 403 CHF | 97 846 CHF | 99,36% | 99,36% |
12/11/2024 | 0,84% | 3,93 CHF | 3,96 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 83 228 CHF | 83 930 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 4,33 CHF | 4,37 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 86 326 CHF | 87 018 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 4,14 CHF | 4,18 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 51 136 CHF | 51 699 CHF | 86,95% | 86,95% |
07/11/2024 | 0,91% | 3,98 CHF | 4,01 CHF | 25 000 | 25 000 | 24 739 | 24 218 | 96 929 CHF | 95 855 CHF | 98,73% | 98,73% |