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 | 0.72% | 4.32 CHF | 4.35 CHF | 22'970 | 22'970 | 22'666 | 22'666 | 95'123 CHF | 95'803 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 4.25 CHF | 4.28 CHF | 24'330 | 24'330 | 24'048 | 24'048 | 101'705 CHF | 102'427 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 4.08 CHF | 4.11 CHF | 25'220 | 25'220 | 24'911 | 24'911 | 100'470 CHF | 101'218 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 3.94 CHF | 3.97 CHF | 27'840 | 27'840 | 27'774 | 27'774 | 107'635 CHF | 108'468 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 | 0.87% | 3.52 CHF | 3.55 CHF | 27'450 | 27'450 | 27'165 | 27'165 | 94'416 CHF | 95'231 CHF | 98.97% | 98.97% |
12.11.2024 | 0.86% | 3.54 CHF | 3.57 CHF | 29'110 | 29'110 | 28'755 | 28'755 | 100'743 CHF | 101'607 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 3.36 CHF | 3.39 CHF | 27'440 | 27'440 | 27'197 | 27'197 | 91'371 CHF | 92'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 3.53 CHF | 3.56 CHF | 29'230 | 29'230 | 28'878 | 28'878 | 100'290 CHF | 101'157 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 3.34 CHF | 3.37 CHF | 28'080 | 28'080 | 27'889 | 27'889 | 93'833 CHF | 94'671 CHF | 100.00% | 100.00% |