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 | 0,91% | 3,51 CHF | 3,52 CHF | 20 000 | 7 500 | 20 000 | 5 270 | 66 098 CHF | 17 713 CHF | 99,26% | 99,26% |
19/11/2024 | 0,91% | 3,32 CHF | 3,33 CHF | 20 000 | 7 500 | 20 000 | 5 277 | 65 570 CHF | 17 470 CHF | 99,32% | 99,32% |
18/11/2024 | 0,85% | 3,34 CHF | 3,36 CHF | 20 000 | 10 000 | 20 000 | 5 813 | 67 878 CHF | 19 893 CHF | 98,26% | 98,26% |
15/11/2024 | 0,79% | 3,60 CHF | 3,62 CHF | 20 000 | 10 000 | 20 000 | 5 922 | 71 643 CHF | 21 336 CHF | 86,80% | 86,80% |
14/11/2024 | 0,76% | 3,82 CHF | 3,84 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 75 997 CHF | 22 290 CHF | 99,28% | 99,28% |
13/11/2024 | 0,81% | 3,67 CHF | 3,68 CHF | 20 000 | 10 000 | 20 000 | 5 902 | 70 404 CHF | 21 050 CHF | 95,89% | 95,89% |
12/11/2024 | 0,83% | 3,68 CHF | 3,69 CHF | 20 000 | 7 500 | 20 000 | 5 285 | 71 538 CHF | 19 119 CHF | 95,92% | 95,92% |
11/11/2024 | 0,93% | 3,41 CHF | 3,43 CHF | 20 000 | 7 500 | 20 000 | 5 300 | 63 427 CHF | 17 080 CHF | 96,72% | 96,72% |
08/11/2024 | 1,05% | 3,14 CHF | 3,15 CHF | 20 000 | 7 500 | 20 000 | 5 610 | 57 209 CHF | 16 325 CHF | 87,53% | 87,53% |
07/11/2024 | 1,18% | 2,49 CHF | 2,50 CHF | 30 000 | 7 500 | 20 829 | 5 139 | 54 923 CHF | 13 636 CHF | 82,18% | 82,18% |