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 | 1,52% | 4,70 CHF | 4,77 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 89 137 CHF | 22 626 CHF | 100,00% | 100,00% |
19/11/2024 | 1,42% | 4,66 CHF | 4,72 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 90 733 CHF | 23 006 CHF | 84,94% | 84,94% |
18/11/2024 | 1,48% | 4,28 CHF | 4,35 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 90 241 CHF | 22 896 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 4,45 CHF | 4,51 CHF | 20 000 | 5 000 | 13 619 | 4 088 | 59 091 CHF | 17 941 CHF | 100,00% | 100,00% |
14/11/2024 | 1,76% | 4,15 CHF | 4,22 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 83 891 CHF | 21 344 CHF | 99,44% | 99,44% |
13/11/2024 | 1,50% | 5,03 CHF | 5,10 CHF | 10 000 | 5 000 | 17 870 | 4 952 | 87 397 CHF | 24 669 CHF | 98,88% | 98,88% |
12/11/2024 | 1,42% | 4,96 CHF | 5,02 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 94 546 CHF | 23 974 CHF | 100,00% | 100,00% |
11/11/2024 | 1,54% | 4,41 CHF | 4,48 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 86 730 CHF | 22 019 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 4,40 CHF | 4,46 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 85 091 CHF | 21 581 CHF | 100,00% | 100,00% |
07/11/2024 | 1,93% | 4,00 CHF | 4,07 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 76 429 CHF | 19 480 CHF | 39,69% | 39,69% |