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 | 3,33% | 12,59 CHF | 12,81 CHF | 10 000 | 7 500 | 10 000 | 3 513 | 124 665 CHF | 45 195 CHF | 99,62% | 99,62% |
19/11/2024 | 3,70% | 10,38 CHF | 10,57 CHF | 10 000 | 7 500 | 10 000 | 5 269 | 94 242 CHF | 51 664 CHF | 99,63% | 99,63% |
18/11/2024 | 3,82% | 9,36 CHF | 9,51 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 77 205 CHF | 47 072 CHF | 99,60% | 99,60% |
15/11/2024 | 3,85% | 7,63 CHF | 7,81 CHF | 10 000 | 7 500 | 10 000 | 5 268 | 85 074 CHF | 46 160 CHF | 99,64% | 99,64% |
14/11/2024 | 3,52% | 9,25 CHF | 9,42 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 89 485 CHF | 53 981 CHF | 99,61% | 99,61% |
13/11/2024 | 3,55% | 8,61 CHF | 8,77 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 80 346 CHF | 49 125 CHF | 97,56% | 97,56% |
12/11/2024 | 3,77% | 7,17 CHF | 7,30 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 68 543 CHF | 41 640 CHF | 99,63% | 99,63% |
11/11/2024 | 3,79% | 6,73 CHF | 6,86 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 62 473 CHF | 37 888 CHF | 99,63% | 99,63% |
08/11/2024 | 3,89% | 5,92 CHF | 6,05 CHF | 10 000 | 10 000 | 10 000 | 5 811 | 61 363 CHF | 36 886 CHF | 99,63% | 99,63% |
07/11/2024 | 3,94% | 5,89 CHF | 6,00 CHF | 10 000 | 10 000 | 10 000 | 7 774 | 53 489 CHF | 43 347 CHF | 99,63% | 99,63% |