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 | 0.86% | 1.13 CHF | 1.14 CHF | 20'500 | 20'500 | 20'292 | 20'292 | 23'561 CHF | 23'764 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.14 CHF | 1.16 CHF | 9'800 | 9'800 | 10'126 | 10'126 | 15'267 CHF | 15'389 CHF | 99.81% | 99.81% |
18.11.2024 | - | 2.46 CHF | 2.46 CHF | 10'300 | 10'300 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 0.76% | 2.59 CHF | 2.61 CHF | 9'600 | 9'600 | 9'565 | 9'565 | 25'058 CHF | 25'249 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 2.79 CHF | 2.81 CHF | 9'500 | 9'500 | 9'427 | 9'427 | 26'712 CHF | 26'901 CHF | 99.35% | 99.35% |
13.11.2024 | 0.73% | 2.81 CHF | 2.83 CHF | 10'000 | 10'000 | 9'774 | 9'774 | 26'757 CHF | 26'953 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.75 CHF | 2.76 CHF | 10'400 | 10'400 | 9'974 | 9'974 | 26'426 CHF | 26'526 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 11'200 | 11'200 | 11'113 | 11'113 | 27'874 CHF | 27'985 CHF | 99.93% | 99.93% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 12'300 | 12'300 | 12'249 | 12'249 | 28'921 CHF | 29'044 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 2.17 CHF | 2.19 CHF | 8'100 | 8'100 | 8'087 | 8'087 | 16'928 CHF | 17'089 CHF | 100.00% | 100.00% |