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 | 0,99% | 5,03 CHF | 5,06 CHF | 10 000 | 5 000 | 18 302 | 2 980 | 88 914 CHF | 14 763 CHF | 99,68% | 99,68% |
19/11/2024 | 1,00% | 4,72 CHF | 4,74 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 94 770 CHF | 14 267 CHF | 99,68% | 99,68% |
18/11/2024 | 0,91% | 4,98 CHF | 5,01 CHF | 20 000 | 5 000 | 11 194 | 2 984 | 57 580 CHF | 15 500 CHF | 98,88% | 98,88% |
15/11/2024 | 0,97% | 5,06 CHF | 5,09 CHF | 10 000 | 5 000 | 18 635 | 3 015 | 89 941 CHF | 14 815 CHF | 96,23% | 96,23% |
14/11/2024 | 0,97% | 4,69 CHF | 4,72 CHF | 20 000 | 5 000 | 20 000 | 2 979 | 96 346 CHF | 14 391 CHF | 99,68% | 99,68% |
13/11/2024 | 1,06% | 4,93 CHF | 4,95 CHF | 20 000 | 5 000 | 20 000 | 3 003 | 90 798 CHF | 13 914 CHF | 97,34% | 97,34% |
12/11/2024 | 1,08% | 4,71 CHF | 4,73 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 91 352 CHF | 13 746 CHF | 99,61% | 99,61% |
11/11/2024 | 1,26% | 4,35 CHF | 4,38 CHF | 20 000 | 5 000 | 20 000 | 2 874 | 80 822 CHF | 11 907 CHF | 99,68% | 99,68% |
08/11/2024 | 1,47% | 3,61 CHF | 3,64 CHF | 20 000 | 5 000 | 20 000 | 2 880 | 69 037 CHF | 10 178 CHF | 99,42% | 99,42% |
07/11/2024 | 1,20% | 3,68 CHF | 3,70 CHF | 20 000 | 5 000 | 20 000 | 2 979 | 81 255 CHF | 12 063 CHF | 99,09% | 99,09% |