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 | 5,99% | 0,77 CHF | 0,82 CHF | 10 000 | 10 000 | 10 000 | 9 961 | 8 120 CHF | 8 589 CHF | 99,97% | 99,97% |
19/11/2024 | 7,07% | 0,67 CHF | 0,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 868 CHF | 7 368 CHF | 97,39% | 97,39% |
18/11/2024 | 5,37% | 0,85 CHF | 0,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 101 CHF | 9 601 CHF | 99,93% | 99,93% |
15/11/2024 | 4,23% | 1,16 CHF | 1,21 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 576 CHF | 12 076 CHF | 100,00% | 100,00% |
14/11/2024 | 3,88% | 1,24 CHF | 1,29 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 648 CHF | 13 148 CHF | 99,63% | 99,63% |
13/11/2024 | 4,69% | 1,18 CHF | 1,23 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 428 CHF | 10 928 CHF | 89,75% | 89,75% |
12/11/2024 | 4,25% | 1,04 CHF | 1,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 517 CHF | 12 017 CHF | 99,84% | 99,84% |
11/11/2024 | 3,76% | 1,26 CHF | 1,31 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 060 CHF | 13 560 CHF | 99,91% | 99,91% |
08/11/2024 | 3,99% | 1,31 CHF | 1,36 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 285 CHF | 12 785 CHF | 99,88% | 99,88% |
07/11/2024 | 3,54% | 1,35 CHF | 1,40 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 886 CHF | 14 386 CHF | 99,91% | 99,91% |