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 | 0,56% | 5,36 CHF | 5,39 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 37 250 CHF | 37 458 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 5,12 CHF | 5,15 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 38 921 CHF | 39 159 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 4,94 CHF | 4,97 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 34 316 CHF | 34 524 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 5,04 CHF | 5,10 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 28 649 CHF | 28 889 CHF | 71,41% | 71,41% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,64% | 9,88 CHF | 9,94 CHF | 3 000 | 3 000 | 2 971 | 2 971 | 27 989 CHF | 28 167 CHF | 98,93% | 98,93% |
12/11/2024 | 0,55% | 10,20 CHF | 10,25 CHF | 4 000 | 4 000 | 3 928 | 3 928 | 39 605 CHF | 39 822 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 9,60 CHF | 9,65 CHF | 4 000 | 4 000 | 3 963 | 3 963 | 38 646 CHF | 38 844 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 9,17 CHF | 9,22 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 35 348 CHF | 35 546 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 9,01 CHF | 9,06 CHF | 4 000 | 4 000 | 3 963 | 3 963 | 34 157 CHF | 34 356 CHF | 100,00% | 100,00% |