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 | 2,46% | 4,94 CHF | 5,06 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 11 357 CHF | 11 640 CHF | 100,00% | 100,00% |
19/11/2024 | 2,21% | 4,87 CHF | 4,98 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 11 696 CHF | 11 957 CHF | 84,94% | 84,94% |
18/11/2024 | 2,35% | 4,26 CHF | 4,37 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 11 622 CHF | 11 898 CHF | 100,00% | 100,00% |
15/11/2024 | 2,47% | 4,55 CHF | 4,65 CHF | 2 500 | 2 500 | 2 044 | 2 044 | 8 890 CHF | 9 106 CHF | 100,00% | 100,00% |
14/11/2024 | 3,16% | 4,06 CHF | 4,19 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 10 357 CHF | 10 687 CHF | 99,44% | 99,44% |
13/11/2024 | 2,38% | 5,62 CHF | 5,75 CHF | 2 500 | 2 500 | 2 484 | 2 484 | 13 445 CHF | 13 767 CHF | 98,88% | 98,88% |
12/11/2024 | 2,17% | 5,49 CHF | 5,61 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 12 778 CHF | 13 058 CHF | 100,00% | 100,00% |
11/11/2024 | 2,50% | 4,58 CHF | 4,69 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 11 144 CHF | 11 426 CHF | 100,00% | 100,00% |
08/11/2024 | 2,24% | 4,58 CHF | 4,68 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 10 858 CHF | 11 104 CHF | 100,00% | 100,00% |
07/11/2024 | 3,74% | 3,91 CHF | 4,05 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 7 176 CHF | 7 449 CHF | 39,69% | 39,69% |