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 | 0,98% | 5,95 CHF | 6,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 91 378 CHF | 92 278 CHF | 99,45% | 99,45% |
19/11/2024 | 1,03% | 6,19 CHF | 6,25 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 87 470 CHF | 88 370 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 5,63 CHF | 5,69 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 78 584 CHF | 79 484 CHF | 99,28% | 99,28% |
15/11/2024 | 1,22% | 4,93 CHF | 4,99 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 343 CHF | 74 243 CHF | 100,00% | 100,00% |
14/11/2024 | 1,36% | 4,36 CHF | 4,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 65 499 CHF | 66 399 CHF | 100,00% | 100,00% |
13/11/2024 | 1,28% | 4,57 CHF | 4,63 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 70 106 CHF | 71 006 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 4,62 CHF | 4,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 606 CHF | 74 506 CHF | 99,82% | 99,82% |
11/11/2024 | 1,11% | 5,30 CHF | 5,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 80 814 CHF | 81 714 CHF | 99,76% | 99,76% |
08/11/2024 | 1,06% | 5,42 CHF | 5,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 84 370 CHF | 85 270 CHF | 99,10% | 99,10% |
07/11/2024 | 0,97% | 6,13 CHF | 6,19 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 92 083 CHF | 92 983 CHF | 99,96% | 99,96% |