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 | 0.89% | 18.77 CHF | 18.83 CHF | 6'900 | 6'900 | 3'124 | 3'124 | 58'479 CHF | 58'879 CHF | 99.90% | 99.90% |
19.11.2024 | 0.87% | 17.43 CHF | 17.48 CHF | 9'000 | 9'000 | 3'817 | 3'817 | 62'752 CHF | 63'139 CHF | 99.89% | 99.89% |
18.11.2024 | 0.98% | 17.64 CHF | 17.71 CHF | 6'000 | 6'000 | 2'652 | 2'652 | 51'538 CHF | 51'924 CHF | 97.81% | 97.81% |
15.11.2024 | 0.79% | 21.94 CHF | 21.99 CHF | 8'300 | 8'300 | 3'497 | 3'497 | 69'077 CHF | 69'449 CHF | 99.18% | 99.18% |
14.11.2024 | 0.89% | 14.30 CHF | 14.34 CHF | 9'400 | 9'400 | 4'345 | 4'345 | 63'044 CHF | 63'434 CHF | 99.66% | 99.66% |
13.11.2024 | 0.87% | 13.36 CHF | 13.40 CHF | 10'900 | 10'900 | 4'941 | 4'941 | 63'940 CHF | 64'349 CHF | 99.55% | 99.55% |
12.11.2024 | 0.87% | 13.22 CHF | 13.26 CHF | 10'000 | 10'000 | 4'454 | 4'454 | 57'461 CHF | 57'842 CHF | 99.72% | 99.72% |
11.11.2024 | 0.86% | 12.27 CHF | 12.30 CHF | 14'700 | 14'700 | 6'282 | 6'282 | 66'684 CHF | 67'082 CHF | 99.90% | 99.90% |
08.11.2024 | 0.92% | 9.17 CHF | 9.20 CHF | 18'600 | 18'600 | 7'934 | 7'934 | 62'785 CHF | 63'207 CHF | 98.94% | 98.94% |
07.11.2024 | 1.83% | 6.66 CHF | 6.68 CHF | 19'600 | 19'600 | 9'168 | 9'168 | 53'803 CHF | 54'149 CHF | 54.06% | 95.95% |