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 | 1.38% | 6.62 CHF | 6.72 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'822 CHF | 53'856 CHF | 100.00% | 100.00% |
19.11.2024 | 1.91% | 5.28 CHF | 5.38 CHF | 10'000 | 7'500 | 13'773 | 7'500 | 68'814 CHF | 38'676 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 5.57 CHF | 5.66 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 53'149 CHF | 40'597 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 5.48 CHF | 5.59 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 58'123 CHF | 29'615 CHF | 100.00% | 100.00% |
14.11.2024 | 1.92% | 6.15 CHF | 6.28 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 62'687 CHF | 31'952 CHF | 99.52% | 99.52% |
13.11.2024 | 1.74% | 6.68 CHF | 6.79 CHF | 10'000 | 5'000 | 10'000 | 4'970 | 68'273 CHF | 34'530 CHF | 99.32% | 99.32% |
12.11.2024 | 2.06% | 6.89 CHF | 7.07 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 84'490 CHF | 43'120 CHF | 100.00% | 100.00% |
11.11.2024 | 1.48% | 9.84 CHF | 9.99 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 98'789 CHF | 50'133 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 8.58 CHF | 8.73 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 82'041 CHF | 41'771 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 8.46 CHF | 8.58 CHF | 10'000 | 5'000 | 10'000 | 4'870 | 85'146 CHF | 42'190 CHF | 99.13% | 99.13% |