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 | 5,84% | 4,23 CHF | 4,38 CHF | 50 000 | 50 000 | 26 514 | 18 686 | 116 441 CHF | 85 490 CHF | 99,62% | 99,62% |
19/11/2024 | 6,01% | 4,33 CHF | 4,48 CHF | 50 000 | 50 000 | 26 515 | 18 687 | 114 546 CHF | 84 792 CHF | 99,64% | 99,64% |
18/11/2024 | 4,14% | 4,60 CHF | 4,70 CHF | 50 000 | 50 000 | 26 530 | 18 707 | 114 610 CHF | 84 658 CHF | 99,43% | 99,43% |
15/11/2024 | 6,08% | 4,06 CHF | 4,21 CHF | 50 000 | 50 000 | 26 515 | 18 687 | 111 843 CHF | 82 357 CHF | 99,64% | 99,64% |
14/11/2024 | 5,56% | 4,58 CHF | 4,73 CHF | 50 000 | 50 000 | 26 508 | 18 677 | 123 807 CHF | 91 169 CHF | 99,60% | 99,60% |
13/11/2024 | 5,15% | 4,91 CHF | 5,06 CHF | 50 000 | 50 000 | 20 290 | 18 872 | 102 250 CHF | 99 195 CHF | 97,57% | 97,57% |
12/11/2024 | 4,75% | 5,25 CHF | 5,40 CHF | 50 000 | 50 000 | 18 722 | 18 722 | 102 217 CHF | 106 199 CHF | 99,23% | 99,23% |
11/11/2024 | 4,57% | 5,70 CHF | 5,85 CHF | 50 000 | 50 000 | 18 687 | 18 687 | 106 181 CHF | 110 159 CHF | 99,63% | 99,63% |
08/11/2024 | 4,34% | 6,06 CHF | 6,21 CHF | 50 000 | 50 000 | 18 686 | 18 686 | 113 027 CHF | 117 004 CHF | 99,63% | 99,63% |
07/11/2024 | 4,68% | 5,88 CHF | 6,03 CHF | 50 000 | 50 000 | 18 687 | 18 687 | 107 206 CHF | 111 184 CHF | 99,63% | 99,63% |