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 | 1,00% | 11,79 CHF | 11,91 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 123 657 CHF | 62 447 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 10,10 CHF | 10,22 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 98 121 CHF | 49 678 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 10,45 CHF | 10,57 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 101 334 CHF | 51 290 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 10,34 CHF | 10,47 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 107 368 CHF | 54 334 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 11,15 CHF | 11,29 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 112 808 CHF | 57 118 CHF | 99,52% | 99,52% |
13/11/2024 | 1,18% | 11,75 CHF | 11,89 CHF | 10 000 | 5 000 | 10 000 | 4 944 | 119 316 CHF | 59 688 CHF | 99,32% | 99,32% |
12/11/2024 | 1,31% | 11,95 CHF | 12,12 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 135 275 CHF | 68 529 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 14,95 CHF | 15,10 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 149 847 CHF | 75 717 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 13,58 CHF | 13,74 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 131 806 CHF | 66 703 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 13,45 CHF | 13,59 CHF | 10 000 | 5 000 | 10 000 | 4 870 | 135 182 CHF | 66 658 CHF | 99,13% | 99,13% |