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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,51% | 6,70 CHF | 6,71 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 66 755 CHF | 39 007 CHF | 99,10% | 99,10% |
20/11/2024 | 0,61% | 5,42 CHF | 5,43 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 55 670 CHF | 32 385 CHF | 99,63% | 99,63% |
19/11/2024 | 0,65% | 5,23 CHF | 5,24 CHF | 10 000 | 10 000 | 10 564 | 5 806 | 54 732 CHF | 30 237 CHF | 99,05% | 99,05% |
18/11/2024 | 0,59% | 5,42 CHF | 5,43 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 56 953 CHF | 32 975 CHF | 99,59% | 99,59% |
15/11/2024 | 0,58% | 5,69 CHF | 5,70 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 58 557 CHF | 33 979 CHF | 99,61% | 99,61% |
14/11/2024 | 0,48% | 6,45 CHF | 6,46 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 69 947 CHF | 40 102 CHF | 99,63% | 99,63% |
13/11/2024 | 0,48% | 7,44 CHF | 7,45 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 70 444 CHF | 41 869 CHF | 97,53% | 97,53% |
12/11/2024 | 0,49% | 7,35 CHF | 7,36 CHF | 10 000 | 10 000 | 10 000 | 5 840 | 69 462 CHF | 41 194 CHF | 95,01% | 95,01% |
11/11/2024 | 0,61% | 6,89 CHF | 6,90 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 58 100 CHF | 34 953 CHF | 99,53% | 99,53% |
08/11/2024 | 0,80% | 4,81 CHF | 4,82 CHF | 20 000 | 10 000 | 20 000 | 5 811 | 85 816 CHF | 25 379 CHF | 99,64% | 99,64% |