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 | 1,48% | 4,18 CHF | 4,24 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 412 CHF | 61 312 CHF | 99,45% | 99,45% |
19/11/2024 | 1,40% | 3,90 CHF | 3,96 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 63 884 CHF | 64 784 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 4,49 CHF | 4,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 574 CHF | 74 474 CHF | 99,28% | 99,28% |
15/11/2024 | 1,13% | 5,24 CHF | 5,30 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 79 163 CHF | 80 063 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 5,80 CHF | 5,86 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 87 207 CHF | 88 107 CHF | 100,00% | 100,00% |
13/11/2024 | 1,10% | 5,55 CHF | 5,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 81 556 CHF | 82 456 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 5,48 CHF | 5,54 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 77 909 CHF | 78 809 CHF | 99,82% | 99,82% |
11/11/2024 | 1,27% | 4,79 CHF | 4,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 70 341 CHF | 71 241 CHF | 99,77% | 99,77% |
08/11/2024 | 1,36% | 4,61 CHF | 4,67 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 65 661 CHF | 66 561 CHF | 99,10% | 99,10% |
07/11/2024 | 1,53% | 3,88 CHF | 3,94 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 58 394 CHF | 59 294 CHF | 99,96% | 99,96% |