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 | 5,56% | 6,65 CHF | 6,85 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 62 665 CHF | 12 524 CHF | 99,57% | 99,57% |
19/11/2024 | 5,74% | 6,23 CHF | 6,43 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 60 512 CHF | 11 973 CHF | 99,59% | 99,59% |
18/11/2024 | 6,33% | 5,69 CHF | 5,89 CHF | 10 000 | 5 000 | 10 000 | 1 878 | 54 585 CHF | 10 920 CHF | 98,47% | 98,47% |
15/11/2024 | 6,48% | 5,26 CHF | 5,46 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 53 097 CHF | 10 433 CHF | 99,60% | 99,60% |
14/11/2024 | 6,99% | 5,47 CHF | 5,67 CHF | 10 000 | 5 000 | 17 597 | 1 855 | 86 709 CHF | 10 157 CHF | 99,19% | 99,19% |
13/11/2024 | 6,15% | 5,33 CHF | 5,53 CHF | 10 000 | 5 000 | 10 000 | 1 887 | 55 759 CHF | 10 931 CHF | 97,55% | 97,55% |
12/11/2024 | 6,22% | 5,66 CHF | 5,86 CHF | 10 000 | 5 000 | 10 000 | 1 869 | 55 591 CHF | 10 998 CHF | 99,47% | 99,47% |
11/11/2024 | 7,49% | 6,05 CHF | 6,35 CHF | 10 000 | 5 000 | 10 000 | 1 879 | 67 992 CHF | 13 014 CHF | 98,38% | 98,38% |
08/11/2024 | 7,13% | 7,47 CHF | 7,77 CHF | 10 000 | 5 000 | 10 000 | 1 869 | 72 534 CHF | 14 536 CHF | 99,57% | 99,57% |
07/11/2024 | 6,33% | 7,73 CHF | 8,03 CHF | 10 000 | 5 000 | 10 000 | 2 258 | 76 821 CHF | 18 010 CHF | 50,09% | 50,09% |