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 | 1.71% | 26.39 CHF | 26.49 CHF | 6'300 | 6'300 | 2'816 | 2'816 | 72'645 CHF | 73'520 CHF | 99.89% | 99.89% |
19.11.2024 | 1.68% | 24.79 CHF | 24.89 CHF | 6'600 | 6'600 | 2'986 | 2'986 | 72'899 CHF | 73'775 CHF | 99.90% | 99.90% |
18.11.2024 | 1.64% | 23.68 CHF | 23.77 CHF | 7'100 | 7'100 | 3'168 | 3'168 | 74'709 CHF | 75'570 CHF | 97.12% | 97.12% |
15.11.2024 | 1.79% | 22.65 CHF | 22.73 CHF | 7'900 | 7'900 | 3'158 | 3'158 | 66'014 CHF | 66'741 CHF | 99.40% | 99.40% |
14.11.2024 | 1.68% | 18.98 CHF | 19.06 CHF | 7'800 | 7'800 | 3'552 | 3'552 | 72'192 CHF | 73'054 CHF | 99.99% | 99.99% |
13.11.2024 | 1.68% | 19.55 CHF | 19.63 CHF | 8'600 | 8'600 | 3'787 | 3'787 | 72'253 CHF | 73'115 CHF | 100.00% | 100.00% |
12.11.2024 | 1.69% | 18.45 CHF | 18.52 CHF | 9'300 | 9'300 | 4'185 | 4'185 | 73'888 CHF | 74'775 CHF | 99.92% | 99.92% |
11.11.2024 | 1.70% | 17.09 CHF | 17.16 CHF | 9'300 | 9'300 | 4'232 | 4'232 | 71'775 CHF | 72'650 CHF | 99.90% | 99.90% |
08.11.2024 | 1.70% | 17.15 CHF | 17.22 CHF | 9'800 | 9'800 | 4'400 | 4'400 | 72'818 CHF | 73'697 CHF | 98.94% | 98.94% |
07.11.2024 | 1.73% | 16.17 CHF | 16.24 CHF | 9'700 | 9'700 | 4'372 | 4'372 | 69'986 CHF | 70'865 CHF | 100.00% | 100.00% |