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 | 6,69% | 4,23 CHF | 4,38 CHF | 50 000 | 50 000 | 26 514 | 18 685 | 104 874 CHF | 78 986 CHF | 99,61% | 99,61% |
19/11/2024 | 6,49% | 4,09 CHF | 4,24 CHF | 50 000 | 50 000 | 26 515 | 18 687 | 106 404 CHF | 79 356 CHF | 99,64% | 99,64% |
18/11/2024 | 8,11% | 3,78 CHF | 3,98 CHF | 50 000 | 50 000 | 26 530 | 18 707 | 108 872 CHF | 80 814 CHF | 99,41% | 99,41% |
15/11/2024 | 6,08% | 4,62 CHF | 4,77 CHF | 50 000 | 50 000 | 26 515 | 18 686 | 115 459 CHF | 86 400 CHF | 99,63% | 99,63% |
14/11/2024 | 6,78% | 4,03 CHF | 4,18 CHF | 50 000 | 50 000 | 26 507 | 18 676 | 101 964 CHF | 76 314 CHF | 99,60% | 99,60% |
13/11/2024 | 4,91% | 3,74 CHF | 3,84 CHF | 50 000 | 50 000 | 26 653 | 18 871 | 94 914 CHF | 70 210 CHF | 97,56% | 97,56% |
12/11/2024 | 5,41% | 3,45 CHF | 3,55 CHF | 100 000 | 100 000 | 37 445 | 37 445 | 122 418 CHF | 127 726 CHF | 99,22% | 99,22% |
11/11/2024 | 5,71% | 3,13 CHF | 3,23 CHF | 100 000 | 100 000 | 37 372 | 37 372 | 115 895 CHF | 121 198 CHF | 99,62% | 99,62% |
08/11/2024 | 6,17% | 2,87 CHF | 2,97 CHF | 100 000 | 100 000 | 37 371 | 37 371 | 105 729 CHF | 111 032 CHF | 99,62% | 99,62% |
07/11/2024 | 5,45% | 3,00 CHF | 3,10 CHF | 50 000 | 50 000 | 26 514 | 18 685 | 82 813 CHF | 60 352 CHF | 99,63% | 99,63% |