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 | 6.61% | 5.65 CHF | 5.85 CHF | 10'000 | 5'000 | 10'106 | 1'868 | 53'068 CHF | 10'645 CHF | 99.58% | 99.58% |
19.11.2024 | 6.85% | 5.22 CHF | 5.42 CHF | 10'000 | 5'000 | 12'962 | 1'868 | 64'791 CHF | 10'084 CHF | 99.60% | 99.60% |
18.11.2024 | 7.75% | 4.66 CHF | 4.86 CHF | 20'000 | 5'000 | 20'000 | 1'878 | 88'575 CHF | 8'987 CHF | 98.48% | 98.48% |
15.11.2024 | 7.97% | 4.23 CHF | 4.43 CHF | 20'000 | 5'000 | 20'000 | 1'868 | 85'661 CHF | 8'513 CHF | 99.60% | 99.60% |
14.11.2024 | 8.76% | 4.44 CHF | 4.64 CHF | 20'000 | 5'000 | 20'000 | 1'855 | 79'024 CHF | 8'248 CHF | 99.19% | 99.19% |
13.11.2024 | 7.46% | 4.31 CHF | 4.51 CHF | 20'000 | 5'000 | 20'000 | 1'887 | 91'290 CHF | 9'017 CHF | 97.55% | 97.55% |
12.11.2024 | 7.55% | 4.66 CHF | 4.86 CHF | 20'000 | 5'000 | 20'000 | 1'869 | 91'028 CHF | 9'115 CHF | 99.48% | 99.48% |
11.11.2024 | 8.52% | 5.07 CHF | 5.37 CHF | 10'000 | 5'000 | 10'483 | 1'879 | 61'719 CHF | 11'299 CHF | 98.39% | 98.39% |
08.11.2024 | 7.97% | 6.68 CHF | 6.98 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 64'609 CHF | 13'064 CHF | 99.58% | 99.58% |
07.11.2024 | 6.98% | 6.99 CHF | 7.29 CHF | 10'000 | 5'000 | 10'000 | 2'258 | 69'397 CHF | 16'293 CHF | 50.09% | 50.09% |