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 | 0.66% | 4.43 CHF | 4.46 CHF | 13'400 | 13'400 | 13'310 | 13'310 | 60'475 CHF | 60'875 CHF | 99.43% | 99.43% |
19.11.2024 | 0.70% | 4.25 CHF | 4.28 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 55'364 CHF | 55'754 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 4.36 CHF | 4.39 CHF | 13'400 | 13'400 | 13'434 | 13'434 | 58'226 CHF | 58'629 CHF | 99.88% | 99.88% |
15.11.2024 | 0.75% | 4.18 CHF | 4.21 CHF | 13'300 | 13'300 | 13'417 | 13'417 | 53'547 CHF | 53'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 4.37 CHF | 4.40 CHF | 12'900 | 12'900 | 13'061 | 13'061 | 52'390 CHF | 52'782 CHF | 98.60% | 98.60% |
13.11.2024 | 0.68% | 4.39 CHF | 4.42 CHF | 13'800 | 13'800 | 13'845 | 13'845 | 60'706 CHF | 61'121 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 4.03 CHF | 4.06 CHF | 12'600 | 12'600 | 12'516 | 12'516 | 53'279 CHF | 53'654 CHF | 99.88% | 99.88% |
11.11.2024 | 0.64% | 4.63 CHF | 4.66 CHF | 12'400 | 12'400 | 12'365 | 12'365 | 57'744 CHF | 58'115 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 4.59 CHF | 4.62 CHF | 12'200 | 12'200 | 12'178 | 12'178 | 55'783 CHF | 56'149 CHF | 98.30% | 98.30% |
07.11.2024 | 0.62% | 4.76 CHF | 4.79 CHF | 12'000 | 12'000 | 11'969 | 11'969 | 58'084 CHF | 58'443 CHF | 100.00% | 100.00% |