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% | 2.52 CHF | 2.53 CHF | 24'800 | 24'800 | 11'044 | 11'044 | 28'812 CHF | 29'124 CHF | 99.90% | 99.90% |
19.11.2024 | 1.49% | 2.58 CHF | 2.59 CHF | 24'300 | 24'300 | 10'463 | 10'463 | 26'715 CHF | 27'005 CHF | 99.89% | 99.89% |
18.11.2024 | 1.61% | 2.71 CHF | 2.72 CHF | 24'000 | 24'000 | 10'582 | 10'582 | 28'718 CHF | 29'046 CHF | 99.90% | 99.90% |
15.11.2024 | 1.60% | 2.71 CHF | 2.72 CHF | 23'200 | 23'200 | 10'273 | 10'273 | 28'141 CHF | 28'463 CHF | 99.90% | 99.90% |
14.11.2024 | 1.55% | 2.89 CHF | 2.90 CHF | 23'000 | 23'000 | 10'283 | 10'283 | 29'176 CHF | 29'498 CHF | 100.00% | 100.00% |
13.11.2024 | 1.67% | 2.82 CHF | 2.83 CHF | 21'600 | 21'600 | 9'204 | 9'204 | 25'598 CHF | 25'872 CHF | 100.00% | 100.00% |
12.11.2024 | 1.41% | 3.00 CHF | 3.01 CHF | 20'800 | 20'800 | 9'236 | 9'236 | 28'612 CHF | 28'901 CHF | 99.92% | 99.92% |
11.11.2024 | 1.39% | 3.15 CHF | 3.16 CHF | 21'200 | 21'200 | 9'428 | 9'428 | 30'082 CHF | 30'378 CHF | 99.90% | 99.90% |
08.11.2024 | 1.47% | 3.14 CHF | 3.15 CHF | 18'200 | 18'200 | 8'045 | 8'045 | 26'869 CHF | 27'158 CHF | 98.94% | 98.94% |
07.11.2024 | 1.38% | 3.69 CHF | 3.70 CHF | 16'100 | 16'100 | 7'089 | 7'089 | 28'259 CHF | 28'537 CHF | 100.00% | 100.00% |