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 | 2,12% | 11,20 CHF | 11,33 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 111 316 CHF | 65 939 CHF | 99,63% | 99,63% |
19/11/2024 | 2,30% | 9,87 CHF | 9,98 CHF | 10 000 | 10 000 | 10 000 | 7 769 | 92 879 CHF | 73 913 CHF | 99,63% | 99,63% |
18/11/2024 | 2,36% | 9,24 CHF | 9,34 CHF | 10 000 | 10 000 | 10 000 | 7 768 | 81 735 CHF | 65 162 CHF | 99,60% | 99,60% |
15/11/2024 | 2,36% | 8,13 CHF | 8,24 CHF | 10 000 | 10 000 | 10 000 | 7 768 | 86 697 CHF | 68 698 CHF | 99,64% | 99,64% |
14/11/2024 | 2,23% | 9,13 CHF | 9,23 CHF | 10 000 | 10 000 | 10 000 | 7 768 | 89 393 CHF | 71 088 CHF | 99,62% | 99,62% |
13/11/2024 | 2,25% | 8,71 CHF | 8,81 CHF | 20 000 | 20 000 | 12 176 | 10 003 | 101 842 CHF | 85 551 CHF | 97,57% | 97,57% |
12/11/2024 | 2,37% | 7,73 CHF | 7,82 CHF | 20 000 | 20 000 | 12 131 | 9 900 | 91 846 CHF | 76 793 CHF | 99,63% | 99,63% |
11/11/2024 | 2,39% | 7,42 CHF | 7,51 CHF | 20 000 | 20 000 | 12 131 | 9 900 | 86 379 CHF | 72 196 CHF | 99,63% | 99,63% |
08/11/2024 | 2,44% | 6,83 CHF | 6,92 CHF | 20 000 | 20 000 | 12 144 | 9 919 | 84 624 CHF | 70 567 CHF | 99,63% | 99,63% |
07/11/2024 | 2,47% | 6,78 CHF | 6,86 CHF | 20 000 | 20 000 | 12 144 | 11 619 | 78 031 CHF | 76 349 CHF | 99,64% | 99,64% |