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 | 2.47% | 8.01 CHF | 8.21 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 77'383 CHF | 39'657 CHF | 99.37% | 99.37% |
19.11.2024 | 2.27% | 7.54 CHF | 7.72 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 78'343 CHF | 60'107 CHF | 83.38% | 83.38% |
18.11.2024 | 2.47% | 7.09 CHF | 7.27 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'748 CHF | 54'386 CHF | 100.00% | 100.00% |
15.11.2024 | 2.62% | 7.00 CHF | 7.19 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 68'717 CHF | 35'272 CHF | 99.99% | 99.99% |
14.11.2024 | 2.52% | 7.20 CHF | 7.39 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 74'597 CHF | 38'249 CHF | 99.52% | 99.52% |
13.11.2024 | 2.36% | 7.43 CHF | 7.60 CHF | 10'000 | 7'500 | 10'000 | 7'415 | 73'644 CHF | 55'903 CHF | 99.32% | 99.32% |
12.11.2024 | 2.13% | 7.12 CHF | 7.26 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 68'934 CHF | 52'814 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 5.69 CHF | 5.84 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 56'053 CHF | 43'197 CHF | 100.00% | 100.00% |
08.11.2024 | 2.30% | 6.02 CHF | 6.15 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 58'267 CHF | 44'717 CHF | 100.00% | 100.00% |
07.11.2024 | 2.74% | 5.17 CHF | 5.31 CHF | 10'000 | 7'500 | 13'924 | 7'500 | 69'846 CHF | 39'052 CHF | 91.77% | 91.77% |