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 | 2,51% | 4,78 CHF | 4,88 CHF | 18 087 | 5 000 | 17 952 | 5 000 | 76 656 CHF | 21 888 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 6,27 CHF | 6,38 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 65 242 CHF | 33 170 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 5,97 CHF | 6,08 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 62 481 CHF | 31 786 CHF | 100,00% | 100,00% |
15/11/2024 | 1,69% | 6,10 CHF | 6,20 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 58 096 CHF | 44 313 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 5,52 CHF | 5,61 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 54 321 CHF | 41 419 CHF | 99,52% | 99,52% |
13/11/2024 | 1,89% | 5,15 CHF | 5,25 CHF | 10 000 | 7 500 | 14 174 | 7 414 | 70 486 CHF | 37 979 CHF | 99,32% | 99,32% |
12/11/2024 | 1,58% | 5,12 CHF | 5,20 CHF | 10 000 | 10 000 | 18 778 | 10 000 | 83 652 CHF | 45 639 CHF | 100,00% | 100,00% |
11/11/2024 | 2,23% | 3,92 CHF | 4,01 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 78 046 CHF | 29 925 CHF | 100,00% | 100,00% |