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 | 1.06% | 3.62 CHF | 3.64 CHF | 71'700 | 71'700 | 32'003 | 32'003 | 116'097 CHF | 117'092 CHF | 99.90% | 99.90% |
19.11.2024 | 1.06% | 3.58 CHF | 3.60 CHF | 70'600 | 70'600 | 31'536 | 31'536 | 113'045 CHF | 114'024 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 3.88 CHF | 3.90 CHF | 66'400 | 66'400 | 31'092 | 31'092 | 118'706 CHF | 119'672 CHF | 99.90% | 99.90% |
15.11.2024 | 1.05% | 3.94 CHF | 3.96 CHF | 64'800 | 64'800 | 29'986 | 29'986 | 114'624 CHF | 115'586 CHF | 99.90% | 99.90% |
14.11.2024 | 2.01% | 3.85 CHF | 3.87 CHF | 63'700 | 63'700 | 20'962 | 20'962 | 81'174 CHF | 82'073 CHF | 96.49% | 96.49% |
13.11.2024 | 1.00% | 4.06 CHF | 4.08 CHF | 62'000 | 62'000 | 27'699 | 27'699 | 112'974 CHF | 113'893 CHF | 99.92% | 99.92% |
12.11.2024 | 1.00% | 4.10 CHF | 4.12 CHF | 62'200 | 62'200 | 27'621 | 27'621 | 113'957 CHF | 114'872 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 4.05 CHF | 4.07 CHF | 63'900 | 63'900 | 28'652 | 28'652 | 118'147 CHF | 119'102 CHF | 99.83% | 99.83% |
08.11.2024 | 1.06% | 3.91 CHF | 3.93 CHF | 67'200 | 67'200 | 29'847 | 29'847 | 116'289 CHF | 117'277 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 3.85 CHF | 3.87 CHF | 67'900 | 67'900 | 30'315 | 30'315 | 117'137 CHF | 118'086 CHF | 100.00% | 100.00% |