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 | 0.68% | 2.98 CHF | 3.00 CHF | 12'000 | 12'000 | 11'887 | 11'887 | 35'377 CHF | 35'615 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 3.13 CHF | 3.15 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 35'757 CHF | 35'975 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 3.28 CHF | 3.30 CHF | 12'000 | 12'000 | 11'762 | 11'762 | 38'527 CHF | 38'762 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 3.23 CHF | 3.24 CHF | 19'000 | 19'000 | 18'484 | 18'484 | 51'330 CHF | 51'515 CHF | 71.38% | 71.38% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 18'000 | 18'000 | 17'828 | 17'828 | 40'909 CHF | 41'087 CHF | 98.93% | 98.93% |
12.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 16'000 | 16'000 | 15'911 | 15'911 | 34'264 CHF | 34'423 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 16'000 | 16'000 | 15'845 | 15'845 | 35'386 CHF | 35'545 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 15'000 | 15'000 | 15'530 | 15'530 | 38'219 CHF | 38'374 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 2.42 CHF | 2.44 CHF | 13'000 | 13'000 | 13'367 | 13'367 | 34'274 CHF | 34'542 CHF | 100.00% | 100.00% |