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 | 0.74% | 7.93 CHF | 7.99 CHF | 5'200 | 5'200 | 5'094 | 5'094 | 43'164 CHF | 43'484 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 8.12 CHF | 8.19 CHF | 4'400 | 4'400 | 4'379 | 4'379 | 35'652 CHF | 35'961 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 9.93 CHF | 10.01 CHF | 4'100 | 4'100 | 4'037 | 4'037 | 43'730 CHF | 44'053 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 10.67 CHF | 10.74 CHF | 4'900 | 4'900 | 4'836 | 4'836 | 50'987 CHF | 51'325 CHF | 99.49% | 99.49% |
14.11.2024 | 0.76% | 8.45 CHF | 8.51 CHF | 5'600 | 5'600 | 5'669 | 5'669 | 44'673 CHF | 45'013 CHF | 99.35% | 99.35% |
13.11.2024 | 0.73% | 7.24 CHF | 7.29 CHF | 6'000 | 6'000 | 6'041 | 6'041 | 41'842 CHF | 42'149 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 7.07 CHF | 7.15 CHF | 4'200 | 4'200 | 4'136 | 4'136 | 34'708 CHF | 35'039 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 10.57 CHF | 10.62 CHF | 6'700 | 6'700 | 6'796 | 6'796 | 65'759 CHF | 66'099 CHF | 99.37% | 99.37% |
08.11.2024 | 0.87% | 5.35 CHF | 5.40 CHF | 6'400 | 6'400 | 6'331 | 6'331 | 36'226 CHF | 36'542 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 6.85 CHF | 6.89 CHF | 7'700 | 7'700 | 7'681 | 7'681 | 52'949 CHF | 53'256 CHF | 99.43% | 99.43% |