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 | 1.02% | 1.92 CHF | 1.94 CHF | 49'630 | 49'630 | 48'973 | 48'973 | 96'643 CHF | 97'624 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 1.95 CHF | 1.97 CHF | 47'810 | 47'810 | 47'250 | 47'250 | 92'567 CHF | 93'513 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 2.03 CHF | 2.05 CHF | 46'090 | 46'090 | 45'516 | 45'516 | 93'753 CHF | 94'664 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 2.11 CHF | 2.13 CHF | 42'570 | 42'570 | 42'469 | 42'469 | 91'306 CHF | 92'155 CHF | 71.42% | 71.42% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.83% | 2.38 CHF | 2.40 CHF | 40'820 | 40'820 | 40'399 | 40'399 | 97'599 CHF | 98'408 CHF | 98.96% | 98.96% |
12.11.2024 | 0.84% | 2.37 CHF | 2.39 CHF | 39'520 | 39'520 | 39'055 | 39'055 | 93'687 CHF | 94'469 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 2.51 CHF | 2.53 CHF | 40'070 | 40'070 | 39'715 | 39'715 | 99'503 CHF | 100'298 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 2.39 CHF | 2.41 CHF | 39'350 | 39'350 | 38'866 | 38'866 | 94'500 CHF | 95'278 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 2.53 CHF | 2.55 CHF | 39'670 | 39'670 | 39'390 | 39'390 | 98'988 CHF | 99'777 CHF | 100.00% | 100.00% |