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 | 0,95% | 5,21 CHF | 5,23 CHF | 10 000 | 5 000 | 13 645 | 2 980 | 68 583 CHF | 15 290 CHF | 99,64% | 99,64% |
19/11/2024 | 0,97% | 4,90 CHF | 4,92 CHF | 20 000 | 5 000 | 19 587 | 2 980 | 96 214 CHF | 14 791 CHF | 99,65% | 99,65% |
18/11/2024 | 0,88% | 5,16 CHF | 5,18 CHF | 10 000 | 5 000 | 10 000 | 2 984 | 53 396 CHF | 16 025 CHF | 98,83% | 98,83% |
15/11/2024 | 0,93% | 5,23 CHF | 5,26 CHF | 10 000 | 5 000 | 15 190 | 3 015 | 75 815 CHF | 15 341 CHF | 96,19% | 96,19% |
14/11/2024 | 0,95% | 4,87 CHF | 4,89 CHF | 20 000 | 5 000 | 12 686 | 2 980 | 62 973 CHF | 14 911 CHF | 99,64% | 99,64% |
13/11/2024 | 1,02% | 5,10 CHF | 5,13 CHF | 10 000 | 5 000 | 18 692 | 3 003 | 87 604 CHF | 14 431 CHF | 97,30% | 97,30% |
12/11/2024 | 1,04% | 4,88 CHF | 4,90 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 94 777 CHF | 14 258 CHF | 99,57% | 99,57% |
11/11/2024 | 1,21% | 4,52 CHF | 4,55 CHF | 20 000 | 5 000 | 20 000 | 2 874 | 84 223 CHF | 12 398 CHF | 99,64% | 99,64% |
08/11/2024 | 1,43% | 3,78 CHF | 3,81 CHF | 20 000 | 5 000 | 20 000 | 2 881 | 72 365 CHF | 10 662 CHF | 99,37% | 99,37% |
07/11/2024 | 1,14% | 3,84 CHF | 3,87 CHF | 20 000 | 5 000 | 20 000 | 2 984 | 84 576 CHF | 12 576 CHF | 99,64% | 99,64% |