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 | - | 4.81 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 79.44% |
19.11.2024 | 0.23% | 4.41 CHF | 4.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'715 CHF | 109'965 CHF | 0.29% | 77.23% |
18.11.2024 | 0.21% | 5.10 CHF | 4.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 120'710 CHF | 120'960 CHF | 14.11% | 94.35% |
15.11.2024 | - | 5.50 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.55% |
14.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'663 CHF | 108'913 CHF | 4.05% | 93.86% |
13.11.2024 | - | 4.85 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 77.16% |
12.11.2024 | 0.24% | 4.38 CHF | 4.39 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 55'230 CHF | 55'360 CHF | 48.96% | 93.22% |
11.11.2024 | - | 4.92 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.26% |
08.11.2024 | 0.28% | 4.00 CHF | 3.63 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 45'987 CHF | 46'117 CHF | 77.70% | 94.81% |
07.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 44'521 CHF | 44'651 CHF | 97.19% | 97.78% |