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 | 1.58% | 1.87 CHF | 1.88 CHF | 20'100 | 20'100 | 8'886 | 8'886 | 17'042 CHF | 17'247 CHF | 99.34% | 99.34% |
19.11.2024 | 1.67% | 1.87 CHF | 1.88 CHF | 21'300 | 21'300 | 9'513 | 9'513 | 17'752 CHF | 17'972 CHF | 98.70% | 98.70% |
18.11.2024 | 1.57% | 1.69 CHF | 1.70 CHF | 26'500 | 26'500 | 11'259 | 11'259 | 17'544 CHF | 17'747 CHF | 99.78% | 99.78% |
15.11.2024 | 1.73% | 1.33 CHF | 1.34 CHF | 28'400 | 28'400 | 12'841 | 12'841 | 17'062 CHF | 17'293 CHF | 99.90% | 99.90% |
14.11.2024 | 1.50% | 1.44 CHF | 1.45 CHF | 26'000 | 26'000 | 11'520 | 11'520 | 17'243 CHF | 17'450 CHF | 98.42% | 98.42% |
13.11.2024 | 1.47% | 1.81 CHF | 1.82 CHF | 23'400 | 23'400 | 10'621 | 10'621 | 17'841 CHF | 18'035 CHF | 99.63% | 99.63% |
12.11.2024 | 1.75% | 1.55 CHF | 1.56 CHF | 27'800 | 27'800 | 12'523 | 12'523 | 17'998 CHF | 18'228 CHF | 98.68% | 98.68% |
11.11.2024 | 1.75% | 1.36 CHF | 1.37 CHF | 38'600 | 38'600 | 17'851 | 17'851 | 20'186 CHF | 20'459 CHF | 99.88% | 99.88% |
08.11.2024 | 3.65% | 0.80 CHF | 0.81 CHF | 42'800 | 42'800 | 14'116 | 14'116 | 11'077 CHF | 11'337 CHF | 98.42% | 98.42% |
07.11.2024 | - | 1.07 CHF | - CHF | 35'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |