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 | 1,04% | 5,60 CHF | 5,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 86 143 CHF | 87 043 CHF | 99,47% | 99,47% |
19/11/2024 | 1,09% | 5,84 CHF | 5,90 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 82 257 CHF | 83 157 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 5,29 CHF | 5,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 345 CHF | 74 245 CHF | 99,30% | 99,30% |
15/11/2024 | 1,31% | 4,58 CHF | 4,64 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 68 097 CHF | 68 997 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 4,01 CHF | 4,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 252 CHF | 61 152 CHF | 100,00% | 100,00% |
13/11/2024 | 1,38% | 4,23 CHF | 4,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 64 899 CHF | 65 799 CHF | 100,00% | 100,00% |
12/11/2024 | 1,31% | 4,28 CHF | 4,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 68 404 CHF | 69 304 CHF | 99,83% | 99,83% |
11/11/2024 | 1,18% | 4,95 CHF | 5,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 75 615 CHF | 76 515 CHF | 99,78% | 99,78% |
08/11/2024 | 1,13% | 5,07 CHF | 5,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 79 222 CHF | 80 122 CHF | 99,17% | 99,17% |
07/11/2024 | 1,03% | 5,79 CHF | 5,85 CHF | 15 000 | 15 000 | 14 996 | 14 996 | 86 936 CHF | 87 836 CHF | 99,96% | 99,96% |