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 | 1,60% | 3,89 CHF | 3,95 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 56 018 CHF | 56 918 CHF | 99,45% | 99,45% |
19/11/2024 | 1,51% | 3,61 CHF | 3,67 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 59 511 CHF | 60 411 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 4,20 CHF | 4,26 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 69 177 CHF | 70 077 CHF | 99,29% | 99,29% |
15/11/2024 | 1,20% | 4,95 CHF | 5,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 74 762 CHF | 75 662 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 5,51 CHF | 5,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 796 CHF | 83 696 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 5,26 CHF | 5,32 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 77 181 CHF | 78 081 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 5,19 CHF | 5,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 537 CHF | 74 437 CHF | 99,79% | 99,79% |
11/11/2024 | 1,36% | 4,50 CHF | 4,56 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 65 979 CHF | 66 879 CHF | 99,77% | 99,77% |
08/11/2024 | 1,46% | 4,32 CHF | 4,38 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 335 CHF | 62 235 CHF | 99,16% | 99,16% |
07/11/2024 | 1,65% | 3,59 CHF | 3,65 CHF | 15 000 | 15 000 | 14 996 | 14 996 | 54 064 CHF | 54 964 CHF | 100,00% | 100,00% |