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 | 2.51% | 4.78 CHF | 4.88 CHF | 18'087 | 5'000 | 17'952 | 5'000 | 76'656 CHF | 21'888 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 6.27 CHF | 6.38 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 65'242 CHF | 33'170 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 5.97 CHF | 6.08 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 62'481 CHF | 31'786 CHF | 100.00% | 100.00% |
15.11.2024 | 1.69% | 6.10 CHF | 6.20 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 58'096 CHF | 44'313 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 5.52 CHF | 5.61 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 54'321 CHF | 41'419 CHF | 99.52% | 99.52% |
13.11.2024 | 1.89% | 5.15 CHF | 5.25 CHF | 10'000 | 7'500 | 14'174 | 7'414 | 70'486 CHF | 37'979 CHF | 99.32% | 99.32% |
12.11.2024 | 1.58% | 5.12 CHF | 5.20 CHF | 10'000 | 10'000 | 18'778 | 10'000 | 83'652 CHF | 45'639 CHF | 100.00% | 100.00% |
11.11.2024 | 2.23% | 3.92 CHF | 4.01 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 78'046 CHF | 29'925 CHF | 100.00% | 100.00% |