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 | 0.79% | 9.05 CHF | 9.12 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 39'969 CHF | 40'281 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 8.65 CHF | 8.71 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 42'872 CHF | 43'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 7.93 CHF | 7.99 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 38'231 CHF | 38'528 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 7.77 CHF | 7.84 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 36'111 CHF | 36'426 CHF | 71.37% | 71.37% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.83% | 9.41 CHF | 9.49 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 33'485 CHF | 33'763 CHF | 99.64% | 99.64% |
12.11.2024 | 0.71% | 10.10 CHF | 10.15 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 43'510 CHF | 43'815 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 8.66 CHF | 8.73 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 34'447 CHF | 34'725 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 9.15 CHF | 9.21 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 51'439 CHF | 51'796 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 6.74 CHF | 6.80 CHF | 5'500 | 5'500 | 5'449 | 5'449 | 37'364 CHF | 37'691 CHF | 100.00% | 100.00% |