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 | 1.52% | 6.41 CHF | 6.51 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 67'144 CHF | 51'129 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 5.96 CHF | 6.07 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 58'854 CHF | 29'984 CHF | 85.49% | 85.49% |
18.11.2024 | 1.64% | 6.27 CHF | 6.37 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 61'887 CHF | 47'183 CHF | 100.00% | 100.00% |
15.11.2024 | 1.98% | 5.80 CHF | 5.90 CHF | 10'000 | 7'500 | 10'124 | 7'500 | 54'487 CHF | 41'224 CHF | 71.13% | 71.13% |
14.11.2024 | 2.16% | 6.35 CHF | 6.47 CHF | 10'000 | 5'000 | 9'563 | 4'676 | 51'306 CHF | 25'730 CHF | 56.25% | 56.25% |
13.11.2024 | 1.53% | 6.39 CHF | 6.49 CHF | 10'000 | 7'500 | 9'999 | 7'413 | 63'712 CHF | 47'944 CHF | 99.40% | 99.40% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 1.69% | 7.31 CHF | 7.44 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 74'335 CHF | 37'799 CHF | 100.00% | 100.00% |
08.11.2024 | 1.83% | 7.24 CHF | 7.37 CHF | 9'923 | 5'000 | 9'907 | 5'000 | 71'256 CHF | 36'628 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 7.77 CHF | 7.90 CHF | 9'709 | 5'000 | 9'715 | 5'000 | 77'702 CHF | 40'669 CHF | 90.34% | 90.34% |