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 | 1,63% | 6,01 CHF | 6,11 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 797 CHF | 61 797 CHF | 54,05% | 54,05% |
19/11/2024 | 1,59% | 6,16 CHF | 6,26 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 582 CHF | 63 582 CHF | 99,85% | 99,85% |
18/11/2024 | 1,60% | 6,17 CHF | 6,27 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 867 CHF | 62 867 CHF | 99,95% | 99,95% |
15/11/2024 | 1,63% | 6,38 CHF | 6,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 044 CHF | 62 044 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 5,93 CHF | 6,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 381 CHF | 60 381 CHF | 97,63% | 97,63% |
13/11/2024 | 1,71% | 5,92 CHF | 6,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 947 CHF | 58 947 CHF | 99,95% | 99,95% |
12/11/2024 | 1,80% | 5,70 CHF | 5,80 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 178 CHF | 56 178 CHF | 99,83% | 99,83% |
11/11/2024 | 1,77% | 5,60 CHF | 5,70 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 086 CHF | 57 086 CHF | 99,79% | 99,79% |
08/11/2024 | 1,75% | 5,61 CHF | 5,71 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 610 CHF | 57 610 CHF | 99,89% | 99,89% |
07/11/2024 | 1,68% | 5,82 CHF | 5,92 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 929 CHF | 59 929 CHF | 99,91% | 99,91% |