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 | 0.92% | 26.55 CHF | 26.80 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 80'971 CHF | 81'714 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 26.40 CHF | 26.65 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 79'435 CHF | 80'179 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 27.05 CHF | 27.30 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 92'108 CHF | 92'976 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 26.45 CHF | 26.70 CHF | 3'500 | 3'500 | 3'500 | 3'500 | 91'002 CHF | 91'877 CHF | 71.39% | 71.39% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.05% | 24.00 CHF | 24.25 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 94'641 CHF | 95'633 CHF | 99.55% | 99.55% |
12.11.2024 | 1.05% | 22.90 CHF | 23.15 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 82'801 CHF | 83'669 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 25.20 CHF | 25.45 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 86'942 CHF | 87'810 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 23.55 CHF | 23.80 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 82'345 CHF | 83'213 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 24.95 CHF | 25.20 CHF | 3'500 | 3'500 | 3'467 | 3'467 | 87'355 CHF | 88'223 CHF | 100.00% | 100.00% |