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 | 4,05% | 2,99 CHF | 3,12 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 63 611 CHF | 24 839 CHF | 99,37% | 99,37% |
19/11/2024 | 4,75% | 3,33 CHF | 3,48 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 61 727 CHF | 24 273 CHF | 83,38% | 83,38% |
18/11/2024 | 4,02% | 3,71 CHF | 3,86 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 74 508 CHF | 29 084 CHF | 100,00% | 100,00% |
15/11/2024 | 3,65% | 3,80 CHF | 3,94 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 78 000 CHF | 30 338 CHF | 99,99% | 99,99% |
14/11/2024 | 3,89% | 3,64 CHF | 3,78 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 69 030 CHF | 26 911 CHF | 99,52% | 99,52% |
13/11/2024 | 4,56% | 3,50 CHF | 3,66 CHF | 20 000 | 7 500 | 20 000 | 7 415 | 71 175 CHF | 27 608 CHF | 99,32% | 99,32% |
12/11/2024 | 5,42% | 3,66 CHF | 3,88 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 79 790 CHF | 21 056 CHF | 100,00% | 100,00% |
11/11/2024 | 3,51% | 5,76 CHF | 5,97 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 58 751 CHF | 30 424 CHF | 100,00% | 100,00% |
08/11/2024 | 4,60% | 5,40 CHF | 5,67 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 57 749 CHF | 30 232 CHF | 100,00% | 100,00% |
07/11/2024 | 3,48% | 7,07 CHF | 7,32 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 72 558 CHF | 37 560 CHF | 91,77% | 91,77% |