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 | 2,47% | 8,01 CHF | 8,21 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 77 383 CHF | 39 657 CHF | 99,37% | 99,37% |
19/11/2024 | 2,27% | 7,54 CHF | 7,72 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 78 343 CHF | 60 107 CHF | 83,38% | 83,38% |
18/11/2024 | 2,47% | 7,09 CHF | 7,27 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 70 748 CHF | 54 386 CHF | 100,00% | 100,00% |
15/11/2024 | 2,62% | 7,00 CHF | 7,19 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 68 717 CHF | 35 272 CHF | 99,99% | 99,99% |
14/11/2024 | 2,52% | 7,20 CHF | 7,39 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 74 597 CHF | 38 249 CHF | 99,52% | 99,52% |
13/11/2024 | 2,36% | 7,43 CHF | 7,60 CHF | 10 000 | 7 500 | 10 000 | 7 415 | 73 644 CHF | 55 903 CHF | 99,32% | 99,32% |
12/11/2024 | 2,13% | 7,12 CHF | 7,26 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 68 934 CHF | 52 814 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 5,69 CHF | 5,84 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 56 053 CHF | 43 197 CHF | 100,00% | 100,00% |
08/11/2024 | 2,30% | 6,02 CHF | 6,15 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 58 267 CHF | 44 717 CHF | 100,00% | 100,00% |
07/11/2024 | 2,74% | 5,17 CHF | 5,31 CHF | 10 000 | 7 500 | 13 924 | 7 500 | 69 846 CHF | 39 052 CHF | 91,77% | 91,77% |