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 | 5.77% | 9.35 CHF | 9.86 CHF | 8'758 | 2'000 | 8'688 | 2'000 | 74'908 CHF | 18'262 CHF | 99.36% | 99.36% |
19.11.2024 | 4.78% | 8.14 CHF | 8.57 CHF | 10'000 | 2'500 | 10'000 | 2'500 | 88'508 CHF | 23'210 CHF | 83.38% | 83.38% |
18.11.2024 | 5.89% | 7.06 CHF | 7.49 CHF | 10'000 | 2'500 | 10'000 | 2'500 | 70'179 CHF | 18'606 CHF | 100.00% | 100.00% |
15.11.2024 | 6.80% | 6.85 CHF | 7.31 CHF | 9'607 | 2'500 | 9'576 | 2'500 | 62'492 CHF | 17'460 CHF | 99.99% | 99.99% |
14.11.2024 | 6.15% | 7.33 CHF | 7.84 CHF | 8'701 | 2'000 | 8'774 | 2'000 | 70'475 CHF | 17'068 CHF | 99.52% | 99.52% |
13.11.2024 | 5.16% | 8.00 CHF | 8.41 CHF | 10'000 | 2'500 | 10'000 | 2'477 | 78'549 CHF | 20'483 CHF | 99.32% | 99.32% |
12.11.2024 | 4.25% | 7.20 CHF | 7.49 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 67'603 CHF | 35'269 CHF | 100.00% | 100.00% |
11.11.2024 | 7.42% | 4.36 CHF | 4.68 CHF | 13'486 | 2'500 | 13'439 | 2'500 | 56'227 CHF | 11'264 CHF | 100.00% | 100.00% |
08.11.2024 | 4.95% | 5.10 CHF | 5.34 CHF | 10'000 | 5'000 | 16'808 | 5'000 | 79'633 CHF | 25'029 CHF | 100.00% | 100.00% |
07.11.2024 | 7.60% | 3.57 CHF | 3.83 CHF | 16'296 | 5'000 | 16'285 | 5'000 | 55'035 CHF | 18'208 CHF | 91.77% | 91.77% |