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 | 1,14% | 4,41 CHF | 4,43 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 85 035 CHF | 12 902 CHF | 99,65% | 99,65% |
19/11/2024 | 1,15% | 4,10 CHF | 4,12 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 82 294 CHF | 12 410 CHF | 99,65% | 99,65% |
18/11/2024 | 1,04% | 4,35 CHF | 4,38 CHF | 20 000 | 5 000 | 20 000 | 2 984 | 90 733 CHF | 13 629 CHF | 98,84% | 98,84% |
15/11/2024 | 1,11% | 4,43 CHF | 4,46 CHF | 20 000 | 5 000 | 20 000 | 3 015 | 84 238 CHF | 12 917 CHF | 96,20% | 96,20% |
14/11/2024 | 1,12% | 4,06 CHF | 4,09 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 83 724 CHF | 12 512 CHF | 99,65% | 99,65% |
13/11/2024 | 1,23% | 4,30 CHF | 4,33 CHF | 20 000 | 5 000 | 20 000 | 3 003 | 78 246 CHF | 12 030 CHF | 97,32% | 97,32% |
12/11/2024 | 1,25% | 4,08 CHF | 4,10 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 78 815 CHF | 11 879 CHF | 99,58% | 99,58% |
11/11/2024 | 1,51% | 3,72 CHF | 3,75 CHF | 20 000 | 5 000 | 20 000 | 2 874 | 68 296 CHF | 10 110 CHF | 99,65% | 99,65% |
08/11/2024 | 1,82% | 2,99 CHF | 3,01 CHF | 20 000 | 5 000 | 20 000 | 2 880 | 56 574 CHF | 8 386 CHF | 99,38% | 99,38% |
07/11/2024 | 1,40% | 3,05 CHF | 3,08 CHF | 20 000 | 5 000 | 20 000 | 2 979 | 68 763 CHF | 10 202 CHF | 99,07% | 99,07% |