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 | 0,53% | 6,42 CHF | 6,43 CHF | 10 000 | 10 000 | 10 000 | 5 807 | 63 918 CHF | 37 367 CHF | 98,98% | 98,98% |
20/11/2024 | 0,64% | 5,14 CHF | 5,15 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 52 852 CHF | 30 771 CHF | 99,43% | 99,43% |
19/11/2024 | 0,69% | 4,95 CHF | 4,96 CHF | 20 000 | 10 000 | 18 438 | 5 810 | 90 334 CHF | 28 622 CHF | 98,89% | 98,89% |
18/11/2024 | 0,62% | 5,13 CHF | 5,14 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 54 130 CHF | 31 352 CHF | 99,45% | 99,45% |
15/11/2024 | 0,61% | 5,40 CHF | 5,41 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 55 733 CHF | 32 362 CHF | 99,43% | 99,43% |
14/11/2024 | 0,50% | 6,16 CHF | 6,17 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 67 110 CHF | 38 482 CHF | 99,43% | 99,43% |
13/11/2024 | 0,50% | 7,16 CHF | 7,17 CHF | 10 000 | 10 000 | 10 000 | 5 875 | 67 634 CHF | 40 243 CHF | 97,38% | 97,38% |
12/11/2024 | 0,51% | 7,07 CHF | 7,08 CHF | 10 000 | 10 000 | 10 000 | 5 845 | 66 659 CHF | 39 588 CHF | 94,75% | 94,75% |
11/11/2024 | 0,64% | 6,61 CHF | 6,62 CHF | 10 000 | 10 000 | 10 071 | 5 804 | 55 661 CHF | 33 339 CHF | 99,52% | 99,52% |
08/11/2024 | 0,85% | 4,53 CHF | 4,54 CHF | 20 000 | 10 000 | 20 000 | 5 815 | 80 264 CHF | 23 780 CHF | 99,45% | 99,45% |