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% | 4,62 CHF | 4,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 71 422 CHF | 72 322 CHF | 99,46% | 99,46% |
19/11/2024 | 1,33% | 4,86 CHF | 4,92 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 67 578 CHF | 68 478 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 4,30 CHF | 4,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 58 600 CHF | 59 500 CHF | 99,29% | 99,29% |
15/11/2024 | 1,67% | 3,59 CHF | 3,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 337 CHF | 54 237 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 3,03 CHF | 3,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 45 483 CHF | 46 383 CHF | 100,00% | 100,00% |
13/11/2024 | 1,78% | 3,25 CHF | 3,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 50 241 CHF | 51 141 CHF | 100,00% | 100,00% |
12/11/2024 | 1,66% | 3,30 CHF | 3,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 760 CHF | 54 660 CHF | 99,80% | 99,80% |
11/11/2024 | 1,46% | 3,98 CHF | 4,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 024 CHF | 61 924 CHF | 99,77% | 99,77% |
08/11/2024 | 1,38% | 4,11 CHF | 4,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 64 753 CHF | 65 653 CHF | 99,16% | 99,16% |
07/11/2024 | 1,24% | 4,82 CHF | 4,88 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 72 423 CHF | 73 323 CHF | 99,96% | 99,96% |