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 | 0.67% | 3.07 CHF | 3.08 CHF | 37'700 | 37'700 | 20'526 | 20'522 | 69'121 CHF | 69'513 CHF | 99.77% | 99.77% |
19.11.2024 | 0.59% | 3.33 CHF | 3.34 CHF | 41'700 | 41'700 | 23'037 | 23'037 | 71'525 CHF | 71'896 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 3.09 CHF | 3.10 CHF | 46'400 | 46'400 | 25'712 | 25'712 | 76'150 CHF | 76'563 CHF | 99.90% | 99.90% |
15.11.2024 | 0.73% | 2.73 CHF | 2.74 CHF | 40'500 | 40'500 | 22'017 | 22'017 | 68'064 CHF | 68'502 CHF | 99.41% | 99.41% |
14.11.2024 | 0.62% | 3.34 CHF | 3.35 CHF | 34'900 | 34'900 | 18'237 | 18'237 | 67'898 CHF | 68'267 CHF | 99.76% | 99.76% |
13.11.2024 | 0.55% | 3.92 CHF | 3.93 CHF | 30'600 | 30'600 | 16'632 | 16'632 | 68'584 CHF | 68'914 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 4.03 CHF | 4.04 CHF | 32'100 | 32'100 | 17'488 | 17'488 | 71'307 CHF | 71'655 CHF | 99.90% | 99.90% |
11.11.2024 | 0.61% | 4.01 CHF | 4.02 CHF | 34'600 | 34'600 | 18'907 | 18'907 | 73'810 CHF | 74'189 CHF | 99.17% | 99.17% |
08.11.2024 | 0.57% | 3.83 CHF | 3.84 CHF | 31'300 | 31'300 | 17'258 | 17'258 | 68'964 CHF | 69'307 CHF | 98.62% | 98.62% |
07.11.2024 | 0.62% | 3.94 CHF | 3.95 CHF | 36'000 | 36'000 | 20'122 | 20'122 | 76'051 CHF | 76'451 CHF | 99.58% | 99.58% |