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 | 6,61% | 5,65 CHF | 5,85 CHF | 10 000 | 5 000 | 10 106 | 1 868 | 53 068 CHF | 10 645 CHF | 99,58% | 99,58% |
19/11/2024 | 6,85% | 5,22 CHF | 5,42 CHF | 10 000 | 5 000 | 12 962 | 1 868 | 64 791 CHF | 10 084 CHF | 99,60% | 99,60% |
18/11/2024 | 7,75% | 4,66 CHF | 4,86 CHF | 20 000 | 5 000 | 20 000 | 1 878 | 88 575 CHF | 8 987 CHF | 98,48% | 98,48% |
15/11/2024 | 7,97% | 4,23 CHF | 4,43 CHF | 20 000 | 5 000 | 20 000 | 1 868 | 85 661 CHF | 8 513 CHF | 99,60% | 99,60% |
14/11/2024 | 8,76% | 4,44 CHF | 4,64 CHF | 20 000 | 5 000 | 20 000 | 1 855 | 79 024 CHF | 8 248 CHF | 99,19% | 99,19% |
13/11/2024 | 7,46% | 4,31 CHF | 4,51 CHF | 20 000 | 5 000 | 20 000 | 1 887 | 91 290 CHF | 9 017 CHF | 97,55% | 97,55% |
12/11/2024 | 7,55% | 4,66 CHF | 4,86 CHF | 20 000 | 5 000 | 20 000 | 1 869 | 91 028 CHF | 9 115 CHF | 99,48% | 99,48% |
11/11/2024 | 8,52% | 5,07 CHF | 5,37 CHF | 10 000 | 5 000 | 10 483 | 1 879 | 61 719 CHF | 11 299 CHF | 98,39% | 98,39% |
08/11/2024 | 7,97% | 6,68 CHF | 6,98 CHF | 10 000 | 5 000 | 10 000 | 1 869 | 64 609 CHF | 13 064 CHF | 99,58% | 99,58% |
07/11/2024 | 6,98% | 6,99 CHF | 7,29 CHF | 10 000 | 5 000 | 10 000 | 2 258 | 69 397 CHF | 16 293 CHF | 50,09% | 50,09% |