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 | 2,74% | 5,86 CHF | 6,01 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 54 067 CHF | 55 567 CHF | 99,53% | 99,53% |
19/11/2024 | 2,77% | 5,34 CHF | 5,49 CHF | 10 000 | 10 000 | 10 518 | 10 000 | 56 040 CHF | 55 036 CHF | 99,55% | 99,55% |
18/11/2024 | 3,10% | 4,69 CHF | 4,84 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 95 175 CHF | 49 087 CHF | 99,57% | 99,57% |
15/11/2024 | 2,93% | 5,01 CHF | 5,16 CHF | 10 000 | 10 000 | 14 553 | 10 000 | 72 907 CHF | 51 954 CHF | 98,92% | 98,92% |
14/11/2024 | 3,37% | 5,40 CHF | 5,60 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 568 CHF | 60 568 CHF | 98,73% | 98,73% |
13/11/2024 | 2,97% | 6,80 CHF | 7,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 66 346 CHF | 68 346 CHF | 96,12% | 96,12% |
12/11/2024 | 2,73% | 6,11 CHF | 6,26 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 54 361 CHF | 55 861 CHF | 99,55% | 99,55% |
11/11/2024 | 3,52% | 5,28 CHF | 5,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 939 CHF | 57 939 CHF | 99,56% | 99,56% |
08/11/2024 | 2,58% | 5,98 CHF | 6,13 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 453 CHF | 58 953 CHF | 99,52% | 99,52% |
07/11/2024 | 3,93% | 4,58 CHF | 4,78 CHF | 20 000 | 10 000 | 15 307 | 10 000 | 75 217 CHF | 52 041 CHF | 99,24% | 99,24% |