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 | 1,12% | 2,90 CHF | 2,92 CHF | 20 000 | 7 500 | 20 000 | 5 269 | 54 061 CHF | 14 538 CHF | 99,35% | 99,35% |
19/11/2024 | 1,11% | 2,72 CHF | 2,73 CHF | 20 000 | 7 500 | 20 000 | 5 276 | 53 576 CHF | 14 302 CHF | 99,41% | 99,41% |
18/11/2024 | 1,03% | 2,74 CHF | 2,76 CHF | 20 000 | 10 000 | 20 000 | 5 813 | 55 831 CHF | 16 391 CHF | 98,32% | 98,32% |
15/11/2024 | 0,94% | 3,00 CHF | 3,02 CHF | 20 000 | 10 000 | 20 000 | 5 915 | 59 600 CHF | 17 749 CHF | 87,39% | 87,39% |
14/11/2024 | 0,90% | 3,22 CHF | 3,24 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 63 950 CHF | 18 788 CHF | 99,40% | 99,40% |
13/11/2024 | 0,96% | 3,07 CHF | 3,09 CHF | 20 000 | 10 000 | 20 000 | 5 922 | 58 445 CHF | 17 582 CHF | 95,35% | 95,35% |
12/11/2024 | 1,00% | 3,08 CHF | 3,10 CHF | 20 000 | 7 500 | 20 000 | 5 284 | 59 618 CHF | 15 965 CHF | 96,05% | 96,05% |
11/11/2024 | 1,17% | 2,82 CHF | 2,83 CHF | 20 000 | 7 500 | 21 610 | 5 298 | 55 503 CHF | 13 927 CHF | 96,80% | 96,80% |
08/11/2024 | 1,31% | 2,55 CHF | 2,56 CHF | 20 000 | 7 500 | 28 907 | 5 610 | 65 380 CHF | 13 024 CHF | 87,57% | 87,57% |
07/11/2024 | 1,51% | 1,90 CHF | 1,91 CHF | 30 000 | 7 500 | 30 000 | 5 138 | 61 614 CHF | 10 603 CHF | 82,24% | 82,24% |