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% | 8.04 CHF | 8.07 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 55'827 CHF | 56'035 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 7.80 CHF | 7.83 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 52'556 CHF | 52'764 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 7.60 CHF | 7.63 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 52'797 CHF | 53'006 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 7.71 CHF | 7.76 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 46'647 CHF | 46'897 CHF | 71.41% | 71.41% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.46% | 11.40 CHF | 11.45 CHF | 5'000 | 5'000 | 4'952 | 4'952 | 54'758 CHF | 55'006 CHF | 98.93% | 98.93% |
12.11.2024 | 0.44% | 11.65 CHF | 11.70 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 57'306 CHF | 57'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 11.20 CHF | 11.25 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 55'992 CHF | 56'239 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 10.85 CHF | 10.90 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 52'750 CHF | 52'998 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 51'529 CHF | 51'771 CHF | 100.00% | 100.00% |