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 | 1,49% | 3,86 CHF | 3,92 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 008 CHF | 60 908 CHF | 99,47% | 99,47% |
19/11/2024 | 1,59% | 4,10 CHF | 4,16 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 56 204 CHF | 57 104 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 3,54 CHF | 3,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 173 CHF | 48 073 CHF | 99,30% | 99,30% |
15/11/2024 | 2,13% | 2,83 CHF | 2,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 41 905 CHF | 42 805 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 2,27 CHF | 2,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 34 036 CHF | 34 936 CHF | 100,00% | 100,00% |
13/11/2024 | 2,29% | 2,49 CHF | 2,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 877 CHF | 39 777 CHF | 100,00% | 100,00% |
12/11/2024 | 2,10% | 2,54 CHF | 2,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 42 418 CHF | 43 318 CHF | 99,82% | 99,82% |
11/11/2024 | 1,80% | 3,22 CHF | 3,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 707 CHF | 50 607 CHF | 99,78% | 99,78% |
08/11/2024 | 1,67% | 3,36 CHF | 3,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 545 CHF | 54 445 CHF | 99,11% | 99,11% |
07/11/2024 | 1,46% | 4,08 CHF | 4,14 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 61 181 CHF | 62 081 CHF | 99,96% | 99,96% |