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 | 0,56% | 6,10 CHF | 6,11 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 60 713 CHF | 35 498 CHF | 99,07% | 99,07% |
20/11/2024 | 0,68% | 4,82 CHF | 4,83 CHF | 20 000 | 10 000 | 16 342 | 5 802 | 80 794 CHF | 28 904 CHF | 99,60% | 99,60% |
19/11/2024 | 0,74% | 4,64 CHF | 4,65 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 91 893 CHF | 26 764 CHF | 99,00% | 99,00% |
18/11/2024 | 0,66% | 4,82 CHF | 4,83 CHF | 20 000 | 10 000 | 12 062 | 5 805 | 60 968 CHF | 29 502 CHF | 99,45% | 99,45% |
15/11/2024 | 0,65% | 5,08 CHF | 5,09 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 52 541 CHF | 30 490 CHF | 99,59% | 99,59% |
14/11/2024 | 0,52% | 5,84 CHF | 5,85 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 63 919 CHF | 36 608 CHF | 99,60% | 99,60% |
13/11/2024 | 0,53% | 6,84 CHF | 6,85 CHF | 10 000 | 10 000 | 10 000 | 5 872 | 64 460 CHF | 38 357 CHF | 97,52% | 97,52% |
12/11/2024 | 0,54% | 6,75 CHF | 6,76 CHF | 10 000 | 10 000 | 10 000 | 5 845 | 63 496 CHF | 37 739 CHF | 94,76% | 94,76% |
11/11/2024 | 0,68% | 6,29 CHF | 6,30 CHF | 10 000 | 10 000 | 14 183 | 5 804 | 72 379 CHF | 31 504 CHF | 99,52% | 99,52% |
08/11/2024 | 0,93% | 4,22 CHF | 4,23 CHF | 20 000 | 10 000 | 20 000 | 5 811 | 74 010 CHF | 21 949 CHF | 99,63% | 99,63% |