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 | 0.56% | 5.36 CHF | 5.39 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 37'250 CHF | 37'458 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 5.12 CHF | 5.15 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 38'921 CHF | 39'159 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 4.94 CHF | 4.97 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 34'316 CHF | 34'524 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 5.04 CHF | 5.10 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 28'649 CHF | 28'889 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 | 0.64% | 9.88 CHF | 9.94 CHF | 3'000 | 3'000 | 2'971 | 2'971 | 27'989 CHF | 28'167 CHF | 98.93% | 98.93% |
12.11.2024 | 0.55% | 10.20 CHF | 10.25 CHF | 4'000 | 4'000 | 3'928 | 3'928 | 39'605 CHF | 39'822 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 9.60 CHF | 9.65 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 38'646 CHF | 38'844 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 9.17 CHF | 9.22 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 35'348 CHF | 35'546 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 9.01 CHF | 9.06 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 34'157 CHF | 34'356 CHF | 100.00% | 100.00% |