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 | 2.44% | 5.26 CHF | 5.34 CHF | 10'000 | 7'500 | 10'000 | 5'269 | 56'596 CHF | 30'344 CHF | 99.61% | 99.61% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 2.46% | 5.62 CHF | 5.69 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 54'180 CHF | 29'259 CHF | 99.63% | 99.63% |
15.11.2024 | 2.44% | 5.57 CHF | 5.64 CHF | 10'000 | 7'500 | 10'000 | 5'354 | 52'439 CHF | 28'850 CHF | 96.64% | 96.64% |
14.11.2024 | 2.41% | 5.60 CHF | 5.67 CHF | 10'000 | 7'500 | 10'000 | 5'269 | 55'337 CHF | 29'876 CHF | 99.59% | 99.59% |
13.11.2024 | 2.44% | 5.45 CHF | 5.53 CHF | 10'000 | 7'500 | 10'000 | 5'327 | 54'335 CHF | 29'551 CHF | 97.55% | 97.55% |
12.11.2024 | 2.51% | 5.47 CHF | 5.55 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 54'506 CHF | 29'407 CHF | 99.63% | 99.63% |
11.11.2024 | 2.39% | 5.65 CHF | 5.72 CHF | 10'000 | 7'500 | 10'000 | 5'269 | 54'062 CHF | 29'323 CHF | 99.61% | 99.61% |
08.11.2024 | 2.48% | 5.35 CHF | 5.42 CHF | 10'000 | 10'000 | 18'011 | 5'811 | 89'156 CHF | 29'908 CHF | 99.63% | 99.63% |
07.11.2024 | 2.49% | 4.75 CHF | 4.82 CHF | 20'000 | 7'500 | 11'752 | 5'274 | 59'484 CHF | 27'383 CHF | 99.60% | 99.60% |