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 | 1,48% | 4,97 CHF | 5,04 CHF | 20 000 | 10 000 | 19 951 | 10 000 | 92 662 CHF | 47 145 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 5,92 CHF | 5,99 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 818 CHF | 61 518 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 5,73 CHF | 5,80 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 056 CHF | 59 748 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 5,81 CHF | 5,87 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 176 CHF | 56 831 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 5,42 CHF | 5,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 53 670 CHF | 54 283 CHF | 99,52% | 99,52% |
13/11/2024 | 1,25% | 5,18 CHF | 5,24 CHF | 10 000 | 10 000 | 12 504 | 9 914 | 63 266 CHF | 51 120 CHF | 99,32% | 99,32% |
12/11/2024 | 1,09% | 5,15 CHF | 5,20 CHF | 10 000 | 10 000 | 18 712 | 10 000 | 87 244 CHF | 47 425 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 4,28 CHF | 4,34 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 85 287 CHF | 43 234 CHF | 100,00% | 100,00% |