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 | 0.91% | 51.95 CHF | 52.45 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 87'359 CHF | 88'159 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 44.45 CHF | 44.95 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 69'088 CHF | 69'888 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 46.00 CHF | 46.50 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 71'349 CHF | 72'149 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 45.40 CHF | 45.95 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 70'741 CHF | 71'566 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 48.95 CHF | 49.50 CHF | 1'400 | 1'400 | 1'400 | 1'400 | 69'370 CHF | 70'140 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 51.65 CHF | 52.20 CHF | 1'500 | 1'500 | 1'468 | 1'468 | 76'932 CHF | 77'740 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 52.25 CHF | 52.95 CHF | 1'200 | 1'200 | 1'196 | 1'196 | 70'958 CHF | 71'795 CHF | 99.85% | 99.85% |
11.11.2024 | 1.06% | 65.70 CHF | 66.40 CHF | 1'300 | 1'300 | 1'300 | 1'300 | 85'530 CHF | 86'440 CHF | 99.64% | 99.64% |
08.11.2024 | 1.18% | 59.50 CHF | 60.20 CHF | 1'300 | 1'300 | 1'300 | 1'300 | 75'050 CHF | 75'939 CHF | 98.70% | 98.70% |
07.11.2024 | 1.00% | 58.90 CHF | 59.50 CHF | 1'400 | 1'400 | 1'402 | 1'402 | 83'111 CHF | 83'946 CHF | 100.00% | 100.00% |