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 | 1,34% | 3,76 CHF | 3,78 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 72 022 CHF | 10 962 CHF | 99,68% | 99,68% |
19/11/2024 | 1,37% | 3,45 CHF | 3,47 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 69 321 CHF | 10 476 CHF | 99,68% | 99,68% |
18/11/2024 | 1,21% | 3,70 CHF | 3,73 CHF | 20 000 | 5 000 | 20 000 | 2 984 | 77 718 CHF | 11 687 CHF | 98,88% | 98,88% |
15/11/2024 | 1,31% | 3,78 CHF | 3,81 CHF | 20 000 | 5 000 | 20 000 | 3 015 | 71 236 CHF | 10 956 CHF | 96,23% | 96,23% |
14/11/2024 | 1,33% | 3,41 CHF | 3,44 CHF | 20 000 | 5 000 | 20 000 | 2 979 | 70 719 CHF | 10 575 CHF | 99,68% | 99,68% |
13/11/2024 | 1,47% | 3,65 CHF | 3,68 CHF | 20 000 | 5 000 | 20 000 | 3 009 | 65 350 CHF | 10 111 CHF | 96,82% | 96,82% |
12/11/2024 | 1,49% | 3,43 CHF | 3,46 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 65 937 CHF | 9 959 CHF | 99,62% | 99,62% |
11/11/2024 | 1,86% | 3,08 CHF | 3,11 CHF | 20 000 | 5 000 | 20 000 | 2 874 | 55 466 CHF | 8 264 CHF | 99,68% | 99,68% |
08/11/2024 | 2,32% | 2,35 CHF | 2,38 CHF | 30 000 | 5 000 | 29 985 | 2 880 | 65 796 CHF | 6 556 CHF | 99,42% | 99,42% |
07/11/2024 | 1,72% | 2,42 CHF | 2,45 CHF | 30 000 | 5 000 | 21 370 | 2 979 | 59 384 CHF | 8 308 CHF | 99,09% | 99,09% |