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 | 1.01% | 5.51 CHF | 5.54 CHF | 4'000 | 4'000 | 2'677 | 2'677 | 15'132 CHF | 15'274 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 5.65 CHF | 5.68 CHF | 4'000 | 4'000 | 2'278 | 2'278 | 14'390 CHF | 14'521 CHF | 99.98% | 99.98% |
18.11.2024 | 0.92% | 6.03 CHF | 6.06 CHF | 4'000 | 4'000 | 2'676 | 2'676 | 16'805 CHF | 16'947 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 6.13 CHF | 6.17 CHF | 3'000 | 3'000 | 1'999 | 1'999 | 13'475 CHF | 13'606 CHF | 72.07% | 72.07% |
14.11.2024 | 0.91% | 7.89 CHF | 7.93 CHF | 3'000 | 3'000 | 2'008 | 2'008 | 15'339 CHF | 15'467 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 6.36 CHF | 6.39 CHF | 4'000 | 4'000 | 2'678 | 2'678 | 15'878 CHF | 16'020 CHF | 99.65% | 99.65% |
12.11.2024 | 1.10% | 5.58 CHF | 5.62 CHF | 3'000 | 3'000 | 2'008 | 2'008 | 13'438 CHF | 13'578 CHF | 99.96% | 99.96% |
11.11.2024 | 1.00% | 7.68 CHF | 7.73 CHF | 2'000 | 2'000 | 1'339 | 1'339 | 12'721 CHF | 12'840 CHF | 99.83% | 99.83% |
08.11.2024 | 0.96% | 10.65 CHF | 10.70 CHF | 2'000 | 2'000 | 1'339 | 1'339 | 13'437 CHF | 13'555 CHF | 99.79% | 99.79% |
07.11.2024 | 0.90% | 9.91 CHF | 9.95 CHF | 3'000 | 3'000 | 2'008 | 2'008 | 17'671 CHF | 17'814 CHF | 99.98% | 99.98% |