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 | 0.93% | 3.30 CHF | 3.31 CHF | 47'800 | 47'800 | 16'580 | 16'580 | 54'810 CHF | 55'135 CHF | 99.03% | 99.03% |
19.11.2024 | 0.91% | 3.24 CHF | 3.25 CHF | 46'600 | 46'600 | 16'030 | 16'030 | 52'874 CHF | 53'184 CHF | 99.38% | 99.38% |
18.11.2024 | 0.95% | 3.47 CHF | 3.48 CHF | 48'000 | 48'000 | 16'500 | 16'500 | 54'721 CHF | 55'044 CHF | 99.89% | 99.89% |
15.11.2024 | 2.05% | 3.51 CHF | 3.52 CHF | 33'400 | 33'400 | 9'492 | 9'492 | 34'081 CHF | 34'346 CHF | 96.85% | 96.85% |
14.11.2024 | 0.75% | 5.30 CHF | 5.31 CHF | 31'600 | 31'600 | 10'771 | 10'771 | 56'549 CHF | 56'797 CHF | 99.89% | 99.89% |
13.11.2024 | 0.80% | 4.92 CHF | 4.93 CHF | 30'400 | 30'400 | 10'420 | 10'420 | 52'786 CHF | 53'040 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 5.32 CHF | 5.34 CHF | 28'700 | 28'700 | 9'807 | 9'807 | 53'890 CHF | 54'215 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 5.68 CHF | 5.70 CHF | 27'100 | 27'100 | 9'303 | 9'303 | 53'303 CHF | 53'611 CHF | 99.93% | 99.93% |
08.11.2024 | 0.80% | 6.17 CHF | 6.19 CHF | 25'400 | 25'400 | 8'815 | 8'815 | 53'963 CHF | 54'254 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 5.93 CHF | 5.95 CHF | 28'800 | 28'800 | 9'994 | 9'994 | 58'366 CHF | 58'701 CHF | 100.00% | 100.00% |