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 | 1.57% | 5.80 CHF | 5.89 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 57'829 CHF | 44'059 CHF | 100.00% | 100.00% |
19.11.2024 | 1.54% | 6.03 CHF | 6.13 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 62'676 CHF | 47'736 CHF | 84.94% | 84.94% |
18.11.2024 | 1.47% | 6.27 CHF | 6.36 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 62'595 CHF | 47'642 CHF | 99.54% | 99.54% |
15.11.2024 | 1.22% | 6.18 CHF | 6.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 54'277 CHF | 54'939 CHF | 77.20% | 77.20% |
14.11.2024 | 1.49% | 4.40 CHF | 4.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 44'405 CHF | 45'070 CHF | 99.44% | 99.44% |
13.11.2024 | 1.44% | 4.43 CHF | 4.49 CHF | 10'000 | 10'000 | 9'982 | 9'982 | 45'867 CHF | 46'531 CHF | 98.88% | 98.88% |
12.11.2024 | 1.58% | 4.30 CHF | 4.37 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'759 CHF | 44'576 CHF | 88.40% | 88.40% |
11.11.2024 | 1.61% | 4.55 CHF | 4.62 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'677 CHF | 45'564 CHF | 98.45% | 98.45% |
08.11.2024 | 1.50% | 4.74 CHF | 4.82 CHF | 20'000 | 10'000 | 18'803 | 10'000 | 91'094 CHF | 49'293 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 4.81 CHF | 4.89 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'848 CHF | 48'724 CHF | 39.69% | 39.69% |