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 | 1,46% | 3,78 CHF | 4,12 CHF | 20 000 | 1 000 | 19 734 | 1 000 | 80 630 CHF | 4 146 CHF | 65,50% | 98,69% |
19/11/2024 | 1,04% | 3,66 CHF | 3,68 CHF | 20 000 | 10 000 | 20 000 | 3 736 | 68 371 CHF | 13 114 CHF | 99,60% | 99,60% |
18/11/2024 | 1,13% | 3,28 CHF | 3,30 CHF | 15 000 | 5 000 | 14 945 | 1 879 | 46 996 CHF | 5 953 CHF | 98,35% | 98,94% |
15/11/2024 | 1,34% | 3,60 CHF | 3,63 CHF | 15 000 | 5 000 | 19 049 | 1 857 | 75 317 CHF | 7 161 CHF | 98,01% | 98,64% |
14/11/2024 | 1,26% | 4,41 CHF | 4,44 CHF | 20 000 | 5 000 | 15 147 | 1 848 | 64 398 CHF | 7 977 CHF | 98,97% | 99,59% |
13/11/2024 | 1,22% | 4,21 CHF | 4,25 CHF | 15 000 | 5 000 | 19 940 | 1 873 | 86 760 CHF | 8 149 CHF | 97,11% | 97,53% |
12/11/2024 | 1,35% | 4,32 CHF | 4,35 CHF | 20 000 | 5 000 | 15 561 | 1 849 | 62 376 CHF | 7 773 CHF | 98,98% | 99,60% |
11/11/2024 | 1,25% | 4,08 CHF | 4,11 CHF | 15 000 | 5 000 | 19 357 | 1 852 | 82 266 CHF | 7 735 CHF | 98,68% | 99,29% |
08/11/2024 | 1,21% | 4,26 CHF | 4,29 CHF | 20 000 | 5 000 | 20 000 | 1 871 | 87 909 CHF | 8 198 CHF | 99,17% | 99,17% |
07/11/2024 | 1,32% | 4,28 CHF | 4,31 CHF | 20 000 | 5 000 | 20 000 | 1 872 | 81 264 CHF | 7 909 CHF | 99,20% | 99,20% |