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 | 0.69% | 2.86 CHF | 2.88 CHF | 18'800 | 18'800 | 18'298 | 18'298 | 52'558 CHF | 52'924 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.78 CHF | 2.80 CHF | 18'200 | 18'200 | 17'689 | 17'689 | 50'015 CHF | 50'369 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.89 CHF | 2.91 CHF | 18'700 | 18'700 | 18'204 | 18'204 | 51'822 CHF | 52'186 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 2.83 CHF | 2.85 CHF | 19'400 | 19'400 | 18'864 | 18'864 | 53'276 CHF | 53'653 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 2.72 CHF | 2.74 CHF | 19'100 | 19'100 | 18'805 | 18'805 | 49'696 CHF | 50'073 CHF | 99.35% | 99.35% |
13.11.2024 | 0.72% | 2.72 CHF | 2.74 CHF | 19'100 | 19'100 | 18'638 | 18'638 | 51'712 CHF | 52'085 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 2.72 CHF | 2.74 CHF | 17'200 | 17'200 | 16'685 | 16'685 | 47'411 CHF | 47'745 CHF | 98.86% | 100.00% |
11.11.2024 | 0.61% | 3.09 CHF | 3.11 CHF | 16'000 | 16'000 | 15'303 | 15'303 | 49'702 CHF | 50'008 CHF | 99.93% | 99.93% |
08.11.2024 | 0.56% | 3.28 CHF | 3.30 CHF | 13'200 | 13'200 | 12'594 | 12'594 | 45'252 CHF | 45'503 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 4.28 CHF | 4.30 CHF | 13'600 | 13'600 | 13'406 | 13'406 | 56'123 CHF | 56'392 CHF | 98.41% | 98.41% |