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 | 11,84% | 4,94 CHF | 5,24 CHF | 30 000 | 30 000 | 22 172 | 11 212 | 96 536 CHF | 55 643 CHF | 99,63% | 99,63% |
19/11/2024 | 11,25% | 4,70 CHF | 5,00 CHF | 30 000 | 30 000 | 22 172 | 11 213 | 100 140 CHF | 56 180 CHF | 99,65% | 99,65% |
18/11/2024 | 10,09% | 4,12 CHF | 4,42 CHF | 20 000 | 20 000 | 14 283 | 7 483 | 69 145 CHF | 38 091 CHF | 99,43% | 99,43% |
15/11/2024 | 9,93% | 5,81 CHF | 6,11 CHF | 30 000 | 30 000 | 17 483 | 11 213 | 91 892 CHF | 65 316 CHF | 99,64% | 99,64% |
14/11/2024 | 11,84% | 4,69 CHF | 4,99 CHF | 30 000 | 30 000 | 22 169 | 11 206 | 95 142 CHF | 53 853 CHF | 99,61% | 99,61% |
13/11/2024 | 8,88% | 4,20 CHF | 4,40 CHF | 50 000 | 50 000 | 26 654 | 18 872 | 103 320 CHF | 79 118 CHF | 97,57% | 97,57% |
12/11/2024 | 10,29% | 3,71 CHF | 3,91 CHF | 50 000 | 50 000 | 26 542 | 18 723 | 89 006 CHF | 68 899 CHF | 99,24% | 99,24% |
11/11/2024 | 8,38% | 3,21 CHF | 3,36 CHF | 50 000 | 50 000 | 26 515 | 18 687 | 82 765 CHF | 63 053 CHF | 99,64% | 99,64% |
08/11/2024 | 9,43% | 2,81 CHF | 2,96 CHF | 50 000 | 50 000 | 27 247 | 18 687 | 74 173 CHF | 55 308 CHF | 99,63% | 99,63% |
07/11/2024 | 10,16% | 3,03 CHF | 3,23 CHF | 50 000 | 50 000 | 26 515 | 18 687 | 85 735 CHF | 64 618 CHF | 99,63% | 99,63% |