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 | 1,38% | 6,62 CHF | 6,72 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 70 822 CHF | 53 856 CHF | 100,00% | 100,00% |
19/11/2024 | 1,91% | 5,28 CHF | 5,38 CHF | 10 000 | 7 500 | 13 773 | 7 500 | 68 814 CHF | 38 676 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 5,57 CHF | 5,66 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 53 149 CHF | 40 597 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 5,48 CHF | 5,59 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 58 123 CHF | 29 615 CHF | 100,00% | 100,00% |
14/11/2024 | 1,92% | 6,15 CHF | 6,28 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 62 687 CHF | 31 952 CHF | 99,52% | 99,52% |
13/11/2024 | 1,74% | 6,68 CHF | 6,79 CHF | 10 000 | 5 000 | 10 000 | 4 970 | 68 273 CHF | 34 530 CHF | 99,32% | 99,32% |
12/11/2024 | 2,06% | 6,89 CHF | 7,07 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 84 490 CHF | 43 120 CHF | 100,00% | 100,00% |
11/11/2024 | 1,48% | 9,84 CHF | 9,99 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 98 789 CHF | 50 133 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 8,58 CHF | 8,73 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 82 041 CHF | 41 771 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 8,46 CHF | 8,58 CHF | 10 000 | 5 000 | 10 000 | 4 870 | 85 146 CHF | 42 190 CHF | 99,13% | 99,13% |