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 | 0,28% | 3,97 CHF | 3,98 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 82 204 CHF | 4 122 CHF | 99,69% | 99,69% |
19/11/2024 | 0,26% | 4,25 CHF | 4,26 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 84 500 CHF | 4 236 CHF | 99,69% | 99,69% |
18/11/2024 | 0,30% | 4,02 CHF | 4,04 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 844 CHF | 3 854 CHF | 98,89% | 98,89% |
15/11/2024 | 0,29% | 3,98 CHF | 3,99 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 83 782 CHF | 4 201 CHF | 96,24% | 96,24% |
14/11/2024 | 0,27% | 4,34 CHF | 4,36 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 84 465 CHF | 4 235 CHF | 99,69% | 99,69% |
13/11/2024 | 0,26% | 4,08 CHF | 4,09 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 88 917 CHF | 4 457 CHF | 95,72% | 95,72% |
12/11/2024 | 0,26% | 4,29 CHF | 4,30 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 88 224 CHF | 4 423 CHF | 99,63% | 99,63% |
11/11/2024 | 0,24% | 4,63 CHF | 4,65 CHF | 20 000 | 1 000 | 16 289 | 1 000 | 79 736 CHF | 4 935 CHF | 99,69% | 99,69% |
08/11/2024 | 0,22% | 5,32 CHF | 5,33 CHF | 10 000 | 1 000 | 10 000 | 1 000 | 54 493 CHF | 5 461 CHF | 99,41% | 99,41% |
07/11/2024 | 0,24% | 5,23 CHF | 5,24 CHF | 10 000 | 1 000 | 17 921 | 1 000 | 86 526 CHF | 4 874 CHF | 99,69% | 99,69% |