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 | 0.91% | 3.09 CHF | 3.10 CHF | 37'000 | 37'000 | 12'259 | 12'259 | 36'959 CHF | 37'168 CHF | 99.90% | 99.90% |
19.11.2024 | 1.30% | 2.89 CHF | 2.90 CHF | 35'500 | 35'500 | 10'284 | 10'284 | 30'074 CHF | 30'267 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 3.08 CHF | 3.09 CHF | 34'100 | 34'100 | 10'386 | 10'386 | 31'541 CHF | 31'689 CHF | 88.25% | 99.61% |
15.11.2024 | 0.82% | 3.15 CHF | 3.16 CHF | 33'900 | 33'900 | 11'751 | 11'751 | 36'954 CHF | 37'158 CHF | 98.94% | 98.94% |
14.11.2024 | 0.90% | 3.29 CHF | 3.30 CHF | 31'300 | 31'300 | 10'797 | 10'797 | 36'409 CHF | 36'621 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 3.49 CHF | 3.50 CHF | 29'500 | 29'500 | 10'179 | 10'179 | 35'899 CHF | 36'099 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 3.71 CHF | 3.72 CHF | 27'600 | 27'600 | 8'833 | 8'833 | 32'938 CHF | 33'091 CHF | 96.78% | 99.91% |
11.11.2024 | 0.84% | 3.91 CHF | 3.92 CHF | 28'800 | 28'800 | 9'983 | 9'983 | 38'088 CHF | 38'286 CHF | 99.89% | 99.89% |
08.11.2024 | 0.91% | 3.62 CHF | 3.63 CHF | 30'700 | 30'700 | 10'797 | 10'797 | 37'944 CHF | 38'158 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 3.33 CHF | 3.34 CHF | 32'800 | 32'800 | 11'385 | 11'385 | 37'378 CHF | 37'603 CHF | 99.90% | 99.90% |