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 | 1,57% | 5,80 CHF | 5,89 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 57 829 CHF | 44 059 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 6,03 CHF | 6,13 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 62 676 CHF | 47 736 CHF | 84,94% | 84,94% |
18/11/2024 | 1,47% | 6,27 CHF | 6,36 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 62 595 CHF | 47 642 CHF | 99,54% | 99,54% |
15/11/2024 | 1,22% | 6,18 CHF | 6,25 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 54 277 CHF | 54 939 CHF | 77,20% | 77,20% |
14/11/2024 | 1,49% | 4,40 CHF | 4,46 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 44 405 CHF | 45 070 CHF | 99,44% | 99,44% |
13/11/2024 | 1,44% | 4,43 CHF | 4,49 CHF | 10 000 | 10 000 | 9 982 | 9 982 | 45 867 CHF | 46 531 CHF | 98,88% | 98,88% |
12/11/2024 | 1,58% | 4,30 CHF | 4,37 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 87 759 CHF | 44 576 CHF | 88,40% | 88,40% |
11/11/2024 | 1,61% | 4,55 CHF | 4,62 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 89 677 CHF | 45 564 CHF | 98,45% | 98,45% |
08/11/2024 | 1,50% | 4,74 CHF | 4,82 CHF | 20 000 | 10 000 | 18 803 | 10 000 | 91 094 CHF | 49 293 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 4,81 CHF | 4,89 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 95 848 CHF | 48 724 CHF | 39,69% | 39,69% |