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 | 1,52% | 6,41 CHF | 6,51 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 67 144 CHF | 51 129 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 5,96 CHF | 6,07 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 58 854 CHF | 29 984 CHF | 85,49% | 85,49% |
18/11/2024 | 1,64% | 6,27 CHF | 6,37 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 61 887 CHF | 47 183 CHF | 100,00% | 100,00% |
15/11/2024 | 1,98% | 5,80 CHF | 5,90 CHF | 10 000 | 7 500 | 10 124 | 7 500 | 54 487 CHF | 41 224 CHF | 71,13% | 71,13% |
14/11/2024 | 2,16% | 6,35 CHF | 6,47 CHF | 10 000 | 5 000 | 9 563 | 4 676 | 51 306 CHF | 25 730 CHF | 56,25% | 56,25% |
13/11/2024 | 1,53% | 6,39 CHF | 6,49 CHF | 10 000 | 7 500 | 9 999 | 7 413 | 63 712 CHF | 47 944 CHF | 99,40% | 99,40% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
11/11/2024 | 1,69% | 7,31 CHF | 7,44 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 74 335 CHF | 37 799 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 7,24 CHF | 7,37 CHF | 9 923 | 5 000 | 9 907 | 5 000 | 71 256 CHF | 36 628 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 7,77 CHF | 7,90 CHF | 9 709 | 5 000 | 9 715 | 5 000 | 77 702 CHF | 40 669 CHF | 90,34% | 90,34% |