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 | 0,38% | 5,38 CHF | 5,40 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 53 226 CHF | 53 424 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,56 CHF | 5,58 CHF | 9 000 | 9 000 | 8 916 | 8 916 | 51 074 CHF | 51 253 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 5,72 CHF | 5,74 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 56 617 CHF | 56 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 5,65 CHF | 5,67 CHF | 15 000 | 15 000 | 14 004 | 14 004 | 70 788 CHF | 71 068 CHF | 71,36% | 71,36% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,46% | 4,29 CHF | 4,31 CHF | 13 000 | 13 000 | 12 978 | 12 978 | 57 437 CHF | 57 697 CHF | 98,93% | 98,93% |
12/11/2024 | 0,48% | 4,20 CHF | 4,22 CHF | 13 000 | 13 000 | 12 579 | 12 579 | 53 369 CHF | 53 621 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 4,39 CHF | 4,41 CHF | 12 000 | 12 000 | 11 888 | 11 888 | 51 624 CHF | 51 862 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 4,54 CHF | 4,56 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 55 030 CHF | 55 268 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 4,60 CHF | 4,62 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 51 881 CHF | 52 100 CHF | 100,00% | 100,00% |