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 | 0.59% | 7.26 CHF | 7.28 CHF | 5'000 | 5'000 | 3'346 | 3'346 | 24'680 CHF | 24'814 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 7.36 CHF | 7.39 CHF | 5'000 | 5'000 | 2'715 | 2'715 | 21'569 CHF | 21'694 CHF | 99.98% | 99.98% |
18.11.2024 | 0.59% | 7.67 CHF | 7.69 CHF | 5'000 | 5'000 | 3'345 | 3'345 | 26'345 CHF | 26'486 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 7.75 CHF | 7.78 CHF | 4'000 | 4'000 | 2'665 | 2'665 | 21'956 CHF | 22'083 CHF | 72.10% | 72.10% |
14.11.2024 | 0.56% | 9.15 CHF | 9.18 CHF | 4'000 | 4'000 | 2'677 | 2'677 | 23'965 CHF | 24'089 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 7.89 CHF | 7.91 CHF | 5'000 | 5'000 | 3'348 | 3'348 | 25'158 CHF | 25'299 CHF | 99.67% | 99.67% |
12.11.2024 | 0.60% | 7.25 CHF | 7.28 CHF | 4'000 | 4'000 | 2'677 | 2'677 | 21'714 CHF | 21'838 CHF | 99.96% | 99.96% |
11.11.2024 | 0.85% | 8.86 CHF | 8.89 CHF | 3'000 | 3'000 | 2'009 | 2'009 | 20'278 CHF | 20'436 CHF | 99.83% | 99.83% |
08.11.2024 | 0.90% | 10.85 CHF | 10.90 CHF | 3'000 | 3'000 | 2'008 | 2'008 | 20'946 CHF | 21'120 CHF | 99.79% | 99.79% |
07.11.2024 | 0.56% | 10.30 CHF | 10.35 CHF | 4'000 | 4'000 | 2'677 | 2'677 | 25'483 CHF | 25'617 CHF | 99.98% | 99.98% |