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 | 0,50% | 4,25 CHF | 4,26 CHF | 9 000 | 9 000 | 6 075 | 6 075 | 25 368 CHF | 25 481 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 4,15 CHF | 4,16 CHF | 11 000 | 11 000 | 6 981 | 6 981 | 27 161 CHF | 27 283 CHF | 99,97% | 99,97% |
18/11/2024 | 0,51% | 4,10 CHF | 4,11 CHF | 10 000 | 10 000 | 6 372 | 6 372 | 25 469 CHF | 25 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 4,07 CHF | 4,08 CHF | 11 000 | 11 000 | 7 330 | 7 330 | 28 346 CHF | 28 479 CHF | 72,10% | 72,10% |
14/11/2024 | 0,53% | 3,48 CHF | 3,49 CHF | 10 000 | 10 000 | 6 693 | 6 693 | 23 919 CHF | 24 038 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 4,09 CHF | 4,10 CHF | 9 000 | 9 000 | 6 026 | 6 026 | 25 747 CHF | 25 894 CHF | 99,66% | 99,66% |
12/11/2024 | 0,49% | 4,38 CHF | 4,39 CHF | 11 000 | 11 000 | 7 361 | 7 361 | 29 516 CHF | 29 646 CHF | 99,95% | 99,95% |
11/11/2024 | 0,59% | 3,69 CHF | 3,70 CHF | 13 000 | 13 000 | 8 694 | 8 694 | 28 841 CHF | 28 995 CHF | 99,82% | 99,82% |
08/11/2024 | 0,61% | 3,07 CHF | 3,08 CHF | 13 000 | 13 000 | 8 702 | 8 702 | 27 581 CHF | 27 735 CHF | 99,79% | 99,79% |
07/11/2024 | 0,52% | 3,26 CHF | 3,27 CHF | 10 000 | 10 000 | 6 693 | 6 693 | 24 218 CHF | 24 336 CHF | 99,98% | 99,98% |