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 | 0,93% | 3,45 CHF | 3,47 CHF | 20 000 | 7 500 | 20 000 | 5 269 | 65 012 CHF | 17 422 CHF | 99,35% | 99,35% |
19/11/2024 | 0,92% | 3,26 CHF | 3,28 CHF | 20 000 | 7 500 | 20 000 | 5 276 | 64 504 CHF | 17 184 CHF | 99,40% | 99,40% |
18/11/2024 | 0,87% | 3,29 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 5 813 | 66 803 CHF | 19 580 CHF | 98,32% | 98,32% |
15/11/2024 | 0,80% | 3,55 CHF | 3,57 CHF | 20 000 | 10 000 | 20 000 | 5 916 | 70 591 CHF | 21 002 CHF | 87,36% | 87,36% |
14/11/2024 | 0,77% | 3,77 CHF | 3,79 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 74 951 CHF | 21 981 CHF | 99,40% | 99,40% |
13/11/2024 | 0,83% | 3,62 CHF | 3,63 CHF | 20 000 | 10 000 | 20 000 | 5 903 | 69 366 CHF | 20 751 CHF | 95,89% | 95,89% |
12/11/2024 | 0,83% | 3,63 CHF | 3,64 CHF | 20 000 | 7 500 | 20 000 | 5 284 | 70 523 CHF | 18 844 CHF | 96,05% | 96,05% |
11/11/2024 | 0,95% | 3,36 CHF | 3,38 CHF | 20 000 | 7 500 | 20 000 | 5 298 | 62 420 CHF | 16 808 CHF | 96,80% | 96,80% |
08/11/2024 | 1,04% | 3,09 CHF | 3,10 CHF | 20 000 | 7 500 | 20 000 | 5 610 | 56 240 CHF | 16 050 CHF | 87,57% | 87,57% |
07/11/2024 | 1,20% | 2,44 CHF | 2,45 CHF | 30 000 | 7 500 | 21 065 | 5 138 | 54 497 CHF | 13 385 CHF | 82,24% | 82,24% |