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 | 0.81% | 2.56 CHF | 2.58 CHF | 31'180 | 31'180 | 30'768 | 30'768 | 76'118 CHF | 76'734 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 2.51 CHF | 2.53 CHF | 33'400 | 33'400 | 33'011 | 33'011 | 82'431 CHF | 83'092 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 2.39 CHF | 2.41 CHF | 34'930 | 34'930 | 34'491 | 34'491 | 81'163 CHF | 81'853 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 2.29 CHF | 2.31 CHF | 39'350 | 39'350 | 39'239 | 39'239 | 87'904 CHF | 88'689 CHF | 71.44% | 71.44% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.03% | 1.99 CHF | 2.01 CHF | 38'920 | 38'920 | 38'501 | 38'501 | 75'363 CHF | 76'134 CHF | 98.95% | 98.95% |
12.11.2024 | 1.02% | 2.01 CHF | 2.03 CHF | 41'700 | 41'700 | 41'195 | 41'195 | 81'468 CHF | 82'293 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 1.87 CHF | 1.89 CHF | 38'940 | 38'940 | 38'593 | 38'593 | 72'407 CHF | 73'180 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 1.99 CHF | 2.01 CHF | 41'870 | 41'870 | 41'375 | 41'375 | 80'991 CHF | 81'820 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 1.86 CHF | 1.88 CHF | 39'970 | 39'970 | 39'709 | 39'709 | 74'675 CHF | 75'470 CHF | 100.00% | 100.00% |