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 | 1.19% | 5.02 CHF | 5.08 CHF | 26'800 | 26'800 | 26'855 | 26'855 | 134'880 CHF | 136'491 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 4.86 CHF | 4.92 CHF | 27'900 | 27'900 | 28'178 | 28'178 | 133'103 CHF | 134'794 CHF | 99.90% | 99.90% |
18.11.2024 | 1.26% | 4.74 CHF | 4.80 CHF | 27'500 | 27'500 | 27'449 | 27'449 | 130'143 CHF | 131'790 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 4.79 CHF | 4.87 CHF | 19'800 | 19'800 | 19'231 | 19'231 | 110'555 CHF | 112'094 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 7.14 CHF | 7.23 CHF | 18'500 | 18'500 | 18'445 | 18'445 | 130'659 CHF | 132'319 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 7.10 CHF | 7.19 CHF | 18'400 | 18'400 | 18'494 | 18'494 | 127'228 CHF | 128'892 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 7.26 CHF | 7.35 CHF | 18'700 | 18'700 | 18'794 | 18'794 | 135'359 CHF | 136'948 CHF | 99.92% | 99.92% |
11.11.2024 | 1.13% | 6.97 CHF | 7.05 CHF | 19'300 | 19'300 | 19'316 | 19'316 | 135'899 CHF | 137'444 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 6.75 CHF | 6.83 CHF | 19'700 | 19'700 | 19'776 | 19'776 | 131'041 CHF | 132'623 CHF | 98.95% | 98.95% |
07.11.2024 | 1.23% | 6.67 CHF | 6.75 CHF | 20'800 | 20'800 | 21'007 | 21'007 | 135'845 CHF | 137'526 CHF | 100.00% | 100.00% |