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 | 0,84% | 5,85 CHF | 5,88 CHF | 10 000 | 5 000 | 10 000 | 2 980 | 56 992 CHF | 17 213 CHF | 99,68% | 99,68% |
19/11/2024 | 0,86% | 5,54 CHF | 5,56 CHF | 10 000 | 5 000 | 10 000 | 2 980 | 55 587 CHF | 16 711 CHF | 99,68% | 99,68% |
18/11/2024 | 0,79% | 5,80 CHF | 5,83 CHF | 10 000 | 5 000 | 10 000 | 2 984 | 59 880 CHF | 17 958 CHF | 98,88% | 98,88% |
15/11/2024 | 0,83% | 5,89 CHF | 5,91 CHF | 10 000 | 5 000 | 10 000 | 3 015 | 56 667 CHF | 17 302 CHF | 96,23% | 96,23% |
14/11/2024 | 0,84% | 5,52 CHF | 5,54 CHF | 10 000 | 5 000 | 10 000 | 2 979 | 56 432 CHF | 16 852 CHF | 99,68% | 99,68% |
13/11/2024 | 0,89% | 5,75 CHF | 5,78 CHF | 10 000 | 5 000 | 10 000 | 3 003 | 53 603 CHF | 16 376 CHF | 97,37% | 97,37% |
12/11/2024 | 0,92% | 5,53 CHF | 5,55 CHF | 10 000 | 5 000 | 10 000 | 2 980 | 53 870 CHF | 16 188 CHF | 99,62% | 99,62% |
11/11/2024 | 1,05% | 5,17 CHF | 5,20 CHF | 10 000 | 5 000 | 17 910 | 2 874 | 86 455 CHF | 14 256 CHF | 99,68% | 99,68% |
08/11/2024 | 1,20% | 4,42 CHF | 4,45 CHF | 20 000 | 5 000 | 20 000 | 2 880 | 85 247 CHF | 12 515 CHF | 99,40% | 99,40% |
07/11/2024 | 1,00% | 4,49 CHF | 4,51 CHF | 20 000 | 5 000 | 18 106 | 2 979 | 88 017 CHF | 14 484 CHF | 99,09% | 99,09% |