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 | 0,81% | 3,91 CHF | 3,93 CHF | 20 000 | 7 500 | 20 000 | 5 269 | 74 159 CHF | 19 832 CHF | 99,34% | 99,34% |
19/11/2024 | 0,81% | 3,72 CHF | 3,73 CHF | 20 000 | 7 500 | 20 000 | 5 276 | 73 614 CHF | 19 588 CHF | 99,40% | 99,40% |
18/11/2024 | 0,76% | 3,75 CHF | 3,76 CHF | 20 000 | 10 000 | 20 000 | 5 812 | 75 967 CHF | 22 240 CHF | 98,34% | 98,34% |
15/11/2024 | 0,71% | 4,01 CHF | 4,03 CHF | 20 000 | 10 000 | 20 000 | 5 916 | 79 765 CHF | 23 718 CHF | 87,32% | 87,32% |
14/11/2024 | 0,69% | 4,23 CHF | 4,24 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 84 132 CHF | 24 646 CHF | 99,39% | 99,39% |
13/11/2024 | 0,72% | 4,07 CHF | 4,09 CHF | 20 000 | 10 000 | 20 000 | 5 900 | 78 487 CHF | 23 427 CHF | 95,98% | 95,98% |
12/11/2024 | 0,75% | 4,08 CHF | 4,10 CHF | 20 000 | 7 500 | 20 000 | 5 284 | 79 635 CHF | 21 255 CHF | 96,04% | 96,04% |
11/11/2024 | 0,85% | 3,82 CHF | 3,83 CHF | 20 000 | 7 500 | 20 000 | 5 298 | 71 491 CHF | 19 217 CHF | 96,79% | 96,79% |
08/11/2024 | 0,91% | 3,54 CHF | 3,55 CHF | 20 000 | 7 500 | 20 000 | 5 610 | 65 246 CHF | 18 577 CHF | 87,56% | 87,56% |
07/11/2024 | 1,01% | 2,89 CHF | 2,90 CHF | 20 000 | 7 500 | 20 000 | 5 139 | 60 952 CHF | 15 706 CHF | 82,24% | 82,24% |