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 | 1.12% | 17.28 CHF | 17.31 CHF | 4'400 | 4'400 | 1'968 | 1'968 | 34'924 CHF | 35'193 CHF | 99.90% | 99.90% |
19.11.2024 | 1.16% | 17.57 CHF | 17.60 CHF | 4'300 | 4'300 | 1'879 | 1'879 | 32'767 CHF | 33'027 CHF | 98.33% | 98.33% |
18.11.2024 | 1.12% | 18.30 CHF | 18.33 CHF | 4'300 | 4'300 | 1'886 | 1'886 | 34'551 CHF | 34'813 CHF | 99.59% | 99.59% |
15.11.2024 | 1.15% | 18.34 CHF | 18.37 CHF | 4'200 | 4'200 | 1'867 | 1'867 | 34'462 CHF | 34'736 CHF | 99.90% | 99.90% |
14.11.2024 | 1.12% | 19.25 CHF | 19.28 CHF | 4'100 | 4'100 | 1'883 | 1'883 | 35'731 CHF | 36'009 CHF | 99.63% | 99.63% |
13.11.2024 | 1.22% | 18.88 CHF | 18.91 CHF | 4'000 | 4'000 | 1'682 | 1'682 | 31'380 CHF | 31'614 CHF | 100.00% | 100.00% |
12.11.2024 | 1.13% | 19.84 CHF | 19.87 CHF | 3'800 | 3'800 | 1'738 | 1'738 | 35'286 CHF | 35'560 CHF | 99.90% | 99.90% |
11.11.2024 | 1.10% | 20.57 CHF | 20.60 CHF | 3'900 | 3'900 | 1'743 | 1'743 | 36'229 CHF | 36'498 CHF | 99.78% | 99.78% |
08.11.2024 | 1.13% | 20.49 CHF | 20.52 CHF | 3'500 | 3'500 | 1'565 | 1'565 | 33'628 CHF | 33'897 CHF | 98.61% | 98.61% |
07.11.2024 | 1.10% | 23.22 CHF | 23.25 CHF | 3'200 | 3'200 | 1'405 | 1'405 | 34'682 CHF | 34'947 CHF | 98.14% | 98.14% |