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 | 0,20% | 5,07 CHF | 5,08 CHF | 10 000 | 7 500 | 16 212 | 7 500 | 80 616 CHF | 37 448 CHF | 99,99% | 99,99% |
19/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 20 000 | 10 000 | 19 099 | 10 000 | 93 872 CHF | 49 296 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 4,82 CHF | 4,83 CHF | 20 000 | 7 500 | 12 882 | 7 500 | 64 017 CHF | 37 538 CHF | 99,77% | 99,77% |
15/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 20 000 | 7 500 | 11 690 | 7 500 | 58 946 CHF | 38 013 CHF | 99,99% | 99,99% |
14/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 52 520 CHF | 39 465 CHF | 95,92% | 95,92% |
13/11/2024 | 0,17% | 5,66 CHF | 5,67 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 57 343 CHF | 43 082 CHF | 97,72% | 97,72% |
12/11/2024 | 0,18% | 5,76 CHF | 5,77 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 54 470 CHF | 40 927 CHF | 98,70% | 98,70% |
11/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 51 406 CHF | 38 630 CHF | 95,92% | 95,92% |
08/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 10 000 | 10 000 | 10 404 | 10 000 | 52 566 CHF | 50 657 CHF | 84,64% | 84,64% |
07/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 96 873 CHF | 36 402 CHF | 99,99% | 99,99% |