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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,64% | 5,33 CHF | 5,34 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 53 109 CHF | 31 080 CHF | 99,05% | 99,05% |
20/11/2024 | 0,80% | 4,06 CHF | 4,07 CHF | 20 000 | 10 000 | 20 000 | 5 803 | 84 222 CHF | 24 525 CHF | 99,57% | 99,57% |
19/11/2024 | 0,88% | 3,88 CHF | 3,89 CHF | 20 000 | 10 000 | 20 000 | 5 808 | 76 823 CHF | 22 394 CHF | 98,96% | 98,96% |
18/11/2024 | 0,78% | 4,06 CHF | 4,07 CHF | 20 000 | 10 000 | 20 000 | 5 802 | 86 744 CHF | 25 097 CHF | 99,60% | 99,60% |
15/11/2024 | 0,75% | 4,33 CHF | 4,34 CHF | 20 000 | 10 000 | 20 000 | 5 803 | 89 936 CHF | 26 101 CHF | 99,55% | 99,55% |
14/11/2024 | 0,59% | 5,09 CHF | 5,10 CHF | 10 000 | 10 000 | 10 768 | 5 803 | 60 128 CHF | 32 223 CHF | 99,57% | 99,57% |
13/11/2024 | 0,60% | 6,09 CHF | 6,10 CHF | 10 000 | 10 000 | 10 000 | 5 873 | 56 943 CHF | 33 949 CHF | 97,47% | 97,47% |
12/11/2024 | 0,61% | 6,00 CHF | 6,01 CHF | 10 000 | 10 000 | 10 000 | 5 840 | 55 985 CHF | 33 321 CHF | 95,04% | 95,04% |
11/11/2024 | 0,80% | 5,54 CHF | 5,55 CHF | 10 000 | 10 000 | 18 146 | 5 802 | 79 253 CHF | 27 149 CHF | 99,53% | 99,53% |
08/11/2024 | 1,17% | 3,47 CHF | 3,48 CHF | 20 000 | 10 000 | 20 000 | 5 812 | 59 166 CHF | 17 637 CHF | 99,59% | 99,59% |