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 | 1,04% | 3,06 CHF | 3,07 CHF | 20 000 | 7 500 | 20 000 | 5 270 | 57 153 CHF | 15 353 CHF | 99,27% | 99,27% |
19/11/2024 | 1,07% | 2,87 CHF | 2,89 CHF | 20 000 | 7 500 | 20 000 | 5 277 | 56 644 CHF | 15 117 CHF | 99,33% | 99,33% |
18/11/2024 | 0,99% | 2,90 CHF | 2,91 CHF | 20 000 | 10 000 | 20 000 | 5 813 | 58 914 CHF | 17 289 CHF | 98,27% | 98,27% |
15/11/2024 | 0,90% | 3,16 CHF | 3,17 CHF | 20 000 | 10 000 | 20 000 | 5 922 | 62 667 CHF | 18 676 CHF | 86,86% | 86,86% |
14/11/2024 | 0,86% | 3,37 CHF | 3,39 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 67 008 CHF | 19 680 CHF | 99,30% | 99,30% |
13/11/2024 | 0,91% | 3,22 CHF | 3,24 CHF | 20 000 | 10 000 | 20 000 | 5 926 | 61 466 CHF | 18 490 CHF | 95,20% | 95,20% |
12/11/2024 | 0,95% | 3,23 CHF | 3,25 CHF | 20 000 | 7 500 | 20 000 | 5 285 | 62 633 CHF | 16 766 CHF | 95,93% | 95,93% |
11/11/2024 | 1,11% | 2,97 CHF | 2,98 CHF | 20 000 | 7 500 | 20 000 | 5 300 | 54 533 CHF | 14 726 CHF | 96,73% | 96,73% |
08/11/2024 | 1,25% | 2,69 CHF | 2,71 CHF | 20 000 | 7 500 | 27 934 | 5 610 | 67 130 CHF | 13 852 CHF | 87,54% | 87,54% |
07/11/2024 | 1,41% | 2,05 CHF | 2,06 CHF | 30 000 | 7 500 | 30 000 | 5 139 | 66 047 CHF | 11 362 CHF | 82,19% | 82,19% |