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 | 1,66% | 5,51 CHF | 5,60 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 120 CHF | 58 074 CHF | 100,00% | 100,00% |
19/11/2024 | 1,72% | 5,16 CHF | 5,26 CHF | 10 000 | 10 000 | 10 305 | 10 000 | 55 272 CHF | 54 696 CHF | 93,14% | 93,14% |
18/11/2024 | 1,58% | 5,01 CHF | 5,08 CHF | 10 000 | 10 000 | 19 205 | 10 000 | 88 651 CHF | 47 069 CHF | 100,00% | 100,00% |
15/11/2024 | 1,75% | 3,93 CHF | 4,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 76 016 CHF | 77 356 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 3,68 CHF | 3,75 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 64 786 CHF | 66 047 CHF | 99,57% | 99,57% |
13/11/2024 | 1,78% | 3,59 CHF | 3,66 CHF | 20 000 | 20 000 | 20 000 | 19 747 | 70 859 CHF | 71 196 CHF | 99,31% | 99,31% |
12/11/2024 | 2,06% | 3,30 CHF | 3,37 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 75 956 CHF | 38 766 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 4,38 CHF | 4,43 CHF | 20 000 | 20 000 | 16 502 | 16 502 | 74 872 CHF | 75 859 CHF | 100,00% | 100,00% |
08/11/2024 | 2,09% | 3,15 CHF | 3,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 004 CHF | 64 333 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 3,63 CHF | 3,66 CHF | 25 000 | 25 000 | 18 707 | 18 707 | 68 558 CHF | 69 343 CHF | 88,62% | 88,62% |