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 | 1.53% | 2.88 CHF | 2.89 CHF | 52'600 | 52'600 | 20'613 | 20'613 | 61'003 CHF | 61'631 CHF | 99.82% | 99.82% |
19.11.2024 | 1.61% | 3.28 CHF | 3.29 CHF | 46'400 | 46'400 | 12'749 | 12'749 | 42'722 CHF | 42'952 CHF | 99.92% | 99.92% |
18.11.2024 | 0.99% | 3.40 CHF | 3.41 CHF | 50'400 | 50'400 | 18'569 | 18'569 | 59'825 CHF | 60'201 CHF | 99.90% | 99.90% |
15.11.2024 | 1.00% | 3.31 CHF | 3.32 CHF | 46'700 | 46'700 | 17'587 | 17'587 | 58'315 CHF | 58'712 CHF | 99.52% | 99.52% |
14.11.2024 | 0.96% | 3.43 CHF | 3.44 CHF | 46'800 | 46'800 | 18'526 | 18'526 | 64'135 CHF | 64'569 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 3.52 CHF | 3.53 CHF | 42'000 | 42'000 | 15'681 | 15'681 | 58'328 CHF | 58'722 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 3.91 CHF | 3.92 CHF | 38'900 | 38'900 | 9'428 | 9'428 | 37'769 CHF | 38'009 CHF | 99.95% | 99.95% |
11.11.2024 | 1.28% | 4.30 CHF | 4.31 CHF | 35'400 | 35'400 | 9'746 | 9'746 | 42'714 CHF | 42'922 CHF | 99.87% | 99.87% |
08.11.2024 | 0.93% | 4.43 CHF | 4.44 CHF | 36'700 | 36'700 | 14'754 | 14'754 | 63'155 CHF | 63'545 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 4.27 CHF | 4.28 CHF | 39'200 | 39'200 | 15'281 | 15'281 | 64'103 CHF | 64'505 CHF | 99.87% | 99.87% |