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 | 0.38% | 5.38 CHF | 5.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 53'226 CHF | 53'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.56 CHF | 5.58 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 51'074 CHF | 51'253 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 5.72 CHF | 5.74 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 56'617 CHF | 56'816 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 5.65 CHF | 5.67 CHF | 15'000 | 15'000 | 14'004 | 14'004 | 70'788 CHF | 71'068 CHF | 71.36% | 71.36% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.46% | 4.29 CHF | 4.31 CHF | 13'000 | 13'000 | 12'978 | 12'978 | 57'437 CHF | 57'697 CHF | 98.93% | 98.93% |
12.11.2024 | 0.48% | 4.20 CHF | 4.22 CHF | 13'000 | 13'000 | 12'579 | 12'579 | 53'369 CHF | 53'621 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 4.39 CHF | 4.41 CHF | 12'000 | 12'000 | 11'888 | 11'888 | 51'624 CHF | 51'862 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 4.54 CHF | 4.56 CHF | 12'000 | 12'000 | 11'887 | 11'887 | 55'030 CHF | 55'268 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 4.60 CHF | 4.62 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 51'881 CHF | 52'100 CHF | 100.00% | 100.00% |