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 | 0.73% | 2.76 CHF | 2.78 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 30'164 CHF | 30'382 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 2.60 CHF | 2.62 CHF | 12'000 | 12'000 | 11'887 | 11'887 | 29'248 CHF | 29'486 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 2.48 CHF | 2.50 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 27'109 CHF | 27'328 CHF | 100.00% | 100.00% |
15.11.2024 | 1.33% | 2.55 CHF | 2.61 CHF | 4'000 | 4'000 | 3'756 | 3'756 | 17'389 CHF | 17'614 CHF | 71.40% | 71.40% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.87% | 7.43 CHF | 7.49 CHF | 3'000 | 3'000 | 2'971 | 2'971 | 20'685 CHF | 20'864 CHF | 98.93% | 98.93% |
12.11.2024 | 0.79% | 7.76 CHF | 7.82 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 30'240 CHF | 30'478 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 7.15 CHF | 7.20 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 28'908 CHF | 29'106 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 6.73 CHF | 6.78 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 25'706 CHF | 25'904 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 6.58 CHF | 6.63 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 30'737 CHF | 30'985 CHF | 100.00% | 100.00% |