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 | 4,11% | 11,73 CHF | 11,98 CHF | 10 000 | 5 000 | 10 000 | 2 980 | 115 861 CHF | 35 930 CHF | 99,63% | 99,63% |
19/11/2024 | 4,65% | 9,28 CHF | 9,49 CHF | 10 000 | 7 500 | 10 000 | 3 513 | 82 249 CHF | 30 742 CHF | 99,63% | 99,63% |
18/11/2024 | 4,82% | 8,17 CHF | 8,33 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 64 419 CHF | 39 777 CHF | 99,60% | 99,60% |
15/11/2024 | 4,88% | 6,33 CHF | 6,53 CHF | 10 000 | 7 500 | 10 000 | 5 268 | 72 931 CHF | 39 889 CHF | 99,64% | 99,64% |
14/11/2024 | 4,35% | 8,11 CHF | 8,30 CHF | 10 000 | 7 500 | 10 000 | 5 268 | 77 811 CHF | 42 947 CHF | 99,62% | 99,62% |
13/11/2024 | 4,39% | 7,43 CHF | 7,60 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 68 252 CHF | 42 127 CHF | 97,57% | 97,57% |
12/11/2024 | 4,70% | 5,93 CHF | 6,07 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 56 140 CHF | 34 488 CHF | 99,64% | 99,64% |
11/11/2024 | 4,72% | 5,50 CHF | 5,62 CHF | 10 000 | 10 000 | 17 082 | 5 801 | 84 843 CHF | 30 720 CHF | 99,63% | 99,63% |
08/11/2024 | 4,87% | 4,70 CHF | 4,83 CHF | 20 000 | 10 000 | 16 925 | 5 811 | 82 704 CHF | 29 796 CHF | 99,63% | 99,63% |
07/11/2024 | 4,93% | 4,68 CHF | 4,79 CHF | 20 000 | 10 000 | 20 000 | 7 774 | 83 048 CHF | 33 999 CHF | 99,64% | 99,64% |