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 | 1,00% | 3,92 CHF | 3,96 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 82 198 CHF | 83 022 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 3,36 CHF | 3,40 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 65 229 CHF | 66 044 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 3,47 CHF | 3,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 67 362 CHF | 68 188 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 3,44 CHF | 3,48 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 71 379 CHF | 72 244 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 3,71 CHF | 3,75 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 74 984 CHF | 37 969 CHF | 99,52% | 99,52% |
13/11/2024 | 1,18% | 3,91 CHF | 3,95 CHF | 20 000 | 10 000 | 20 000 | 9 970 | 79 315 CHF | 40 009 CHF | 99,32% | 99,32% |
12/11/2024 | 1,30% | 3,97 CHF | 4,03 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 89 926 CHF | 45 552 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 4,97 CHF | 5,02 CHF | 20 000 | 10 000 | 16 185 | 10 000 | 80 373 CHF | 50 333 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 4,52 CHF | 4,57 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 87 615 CHF | 44 342 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 4,47 CHF | 4,52 CHF | 20 000 | 10 000 | 20 000 | 9 870 | 89 863 CHF | 44 865 CHF | 99,13% | 99,13% |