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 | 1,07% | 4,40 CHF | 4,45 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 93 312 CHF | 47 156 CHF | 99,49% | 99,49% |
19/11/2024 | 1,20% | 4,21 CHF | 4,26 CHF | 20 000 | 10 000 | 19 754 | 10 000 | 81 898 CHF | 42 069 CHF | 97,55% | 97,55% |
18/11/2024 | 1,00% | 5,05 CHF | 5,10 CHF | 10 000 | 10 000 | 16 463 | 10 000 | 81 193 CHF | 50 068 CHF | 99,40% | 99,40% |
15/11/2024 | 1,05% | 4,79 CHF | 4,84 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 94 985 CHF | 47 993 CHF | 98,86% | 98,86% |
14/11/2024 | 0,69% | 4,61 CHF | 4,64 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 87 058 CHF | 43 829 CHF | 99,50% | 99,50% |
13/11/2024 | 1,20% | 3,61 CHF | 3,66 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 295 CHF | 42 148 CHF | 95,89% | 95,89% |
12/11/2024 | 1,04% | 4,21 CHF | 4,26 CHF | 20 000 | 10 000 | 18 743 | 10 000 | 89 244 CHF | 48 298 CHF | 99,57% | 99,57% |
11/11/2024 | 1,04% | 5,25 CHF | 5,30 CHF | 10 000 | 10 000 | 18 622 | 10 000 | 88 444 CHF | 48 265 CHF | 94,73% | 94,73% |
08/11/2024 | 1,19% | 3,93 CHF | 3,98 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 607 CHF | 42 303 CHF | 91,96% | 91,96% |
07/11/2024 | 0,86% | 5,39 CHF | 5,44 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 701 CHF | 58 201 CHF | 99,54% | 99,54% |