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 | 1,93% | 3,23 CHF | 3,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 196 CHF | 47 096 CHF | 99,46% | 99,46% |
19/11/2024 | 1,80% | 2,95 CHF | 3,01 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 49 714 CHF | 50 614 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 3,55 CHF | 3,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 59 335 CHF | 60 235 CHF | 99,29% | 99,29% |
15/11/2024 | 1,38% | 4,29 CHF | 4,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 64 904 CHF | 65 804 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 4,85 CHF | 4,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 72 928 CHF | 73 828 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 4,60 CHF | 4,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 67 385 CHF | 68 285 CHF | 100,00% | 100,00% |
12/11/2024 | 1,40% | 4,54 CHF | 4,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 63 750 CHF | 64 650 CHF | 99,80% | 99,80% |
11/11/2024 | 1,59% | 3,85 CHF | 3,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 56 220 CHF | 57 120 CHF | 99,77% | 99,77% |
08/11/2024 | 1,73% | 3,67 CHF | 3,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 51 655 CHF | 52 555 CHF | 99,16% | 99,16% |
07/11/2024 | 2,01% | 2,94 CHF | 3,00 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 44 349 CHF | 45 249 CHF | 99,96% | 99,96% |