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 | 2,51% | 3,55 CHF | 3,64 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 73 701 CHF | 37 788 CHF | 99,38% | 99,38% |
19/11/2024 | 2,76% | 3,79 CHF | 3,89 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 72 470 CHF | 37 250 CHF | 83,38% | 83,38% |
18/11/2024 | 2,50% | 4,05 CHF | 4,15 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 81 152 CHF | 41 604 CHF | 100,00% | 100,00% |
15/11/2024 | 2,37% | 4,10 CHF | 4,20 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 484 CHF | 42 741 CHF | 99,99% | 99,99% |
14/11/2024 | 2,47% | 3,99 CHF | 4,09 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 77 239 CHF | 39 585 CHF | 99,52% | 99,52% |
13/11/2024 | 2,72% | 3,89 CHF | 4,00 CHF | 20 000 | 10 000 | 20 000 | 9 915 | 78 620 CHF | 40 043 CHF | 99,32% | 99,32% |
12/11/2024 | 3,00% | 4,03 CHF | 4,16 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 84 363 CHF | 43 465 CHF | 100,00% | 100,00% |
11/11/2024 | 2,42% | 5,24 CHF | 5,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 53 070 CHF | 54 370 CHF | 100,00% | 100,00% |
08/11/2024 | 2,72% | 5,02 CHF | 5,16 CHF | 10 000 | 7 500 | 10 045 | 7 500 | 52 398 CHF | 40 208 CHF | 100,00% | 100,00% |
07/11/2024 | 2,28% | 5,90 CHF | 6,04 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 60 056 CHF | 46 078 CHF | 91,77% | 91,77% |