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 | 2,60% | 4,78 CHF | 4,90 CHF | 20 000 | 5 000 | 19 368 | 5 000 | 91 861 CHF | 24 384 CHF | 100,00% | 100,00% |
19/11/2024 | 2,52% | 5,08 CHF | 5,22 CHF | 10 000 | 5 000 | 10 147 | 5 000 | 54 948 CHF | 27 799 CHF | 84,94% | 84,94% |
18/11/2024 | 2,35% | 5,43 CHF | 5,56 CHF | 10 000 | 5 000 | 11 207 | 5 000 | 59 919 CHF | 27 746 CHF | 99,54% | 99,54% |
15/11/2024 | 1,74% | 5,33 CHF | 5,41 CHF | 10 000 | 10 000 | 18 821 | 10 000 | 82 737 CHF | 45 193 CHF | 77,20% | 77,20% |
14/11/2024 | 2,35% | 3,23 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 65 662 CHF | 33 612 CHF | 99,44% | 99,44% |
13/11/2024 | 2,24% | 3,27 CHF | 3,34 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 69 308 CHF | 35 216 CHF | 98,88% | 98,88% |
12/11/2024 | 2,59% | 3,11 CHF | 3,20 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 64 467 CHF | 33 077 CHF | 88,40% | 88,40% |
11/11/2024 | 2,66% | 3,42 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 66 720 CHF | 34 260 CHF | 98,45% | 98,45% |
08/11/2024 | 2,38% | 3,66 CHF | 3,75 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 76 092 CHF | 38 963 CHF | 100,00% | 100,00% |
07/11/2024 | 2,91% | 3,74 CHF | 3,85 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 74 368 CHF | 28 710 CHF | 39,69% | 39,69% |