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 | 5,77% | 9,35 CHF | 9,86 CHF | 8 758 | 2 000 | 8 688 | 2 000 | 74 908 CHF | 18 262 CHF | 99,36% | 99,36% |
19/11/2024 | 4,78% | 8,14 CHF | 8,57 CHF | 10 000 | 2 500 | 10 000 | 2 500 | 88 508 CHF | 23 210 CHF | 83,38% | 83,38% |
18/11/2024 | 5,89% | 7,06 CHF | 7,49 CHF | 10 000 | 2 500 | 10 000 | 2 500 | 70 179 CHF | 18 606 CHF | 100,00% | 100,00% |
15/11/2024 | 6,80% | 6,85 CHF | 7,31 CHF | 9 607 | 2 500 | 9 576 | 2 500 | 62 492 CHF | 17 460 CHF | 99,99% | 99,99% |
14/11/2024 | 6,15% | 7,33 CHF | 7,84 CHF | 8 701 | 2 000 | 8 774 | 2 000 | 70 475 CHF | 17 068 CHF | 99,52% | 99,52% |
13/11/2024 | 5,16% | 8,00 CHF | 8,41 CHF | 10 000 | 2 500 | 10 000 | 2 477 | 78 549 CHF | 20 483 CHF | 99,32% | 99,32% |
12/11/2024 | 4,25% | 7,20 CHF | 7,49 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 67 603 CHF | 35 269 CHF | 100,00% | 100,00% |
11/11/2024 | 7,42% | 4,36 CHF | 4,68 CHF | 13 486 | 2 500 | 13 439 | 2 500 | 56 227 CHF | 11 264 CHF | 100,00% | 100,00% |
08/11/2024 | 4,95% | 5,10 CHF | 5,34 CHF | 10 000 | 5 000 | 16 808 | 5 000 | 79 633 CHF | 25 029 CHF | 100,00% | 100,00% |
07/11/2024 | 7,60% | 3,57 CHF | 3,83 CHF | 16 296 | 5 000 | 16 285 | 5 000 | 55 035 CHF | 18 208 CHF | 91,77% | 91,77% |