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 | 1,98% | 3,16 CHF | 3,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 45 126 CHF | 46 026 CHF | 99,46% | 99,46% |
19/11/2024 | 1,84% | 2,88 CHF | 2,94 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 48 647 CHF | 49 547 CHF | 100,00% | 100,00% |
18/11/2024 | 1,54% | 3,47 CHF | 3,53 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 58 258 CHF | 59 158 CHF | 99,30% | 99,30% |
15/11/2024 | 1,40% | 4,22 CHF | 4,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 63 829 CHF | 64 729 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 4,78 CHF | 4,84 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 71 849 CHF | 72 749 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 4,53 CHF | 4,59 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 66 316 CHF | 67 216 CHF | 100,00% | 100,00% |
12/11/2024 | 1,43% | 4,47 CHF | 4,53 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 62 682 CHF | 63 582 CHF | 99,81% | 99,81% |
11/11/2024 | 1,62% | 3,77 CHF | 3,83 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 55 159 CHF | 56 059 CHF | 99,77% | 99,77% |
08/11/2024 | 1,76% | 3,60 CHF | 3,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 50 597 CHF | 51 497 CHF | 99,16% | 99,16% |
07/11/2024 | 2,06% | 2,87 CHF | 2,93 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 43 290 CHF | 44 190 CHF | 99,96% | 99,96% |