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 | 0.74% | 10.30 CHF | 10.35 CHF | 11'600 | 11'600 | 5'152 | 5'152 | 59'711 CHF | 60'078 CHF | 94.13% | 94.13% |
19.11.2024 | 0.79% | 10.84 CHF | 10.89 CHF | 11'400 | 11'400 | 5'085 | 5'085 | 55'312 CHF | 55'664 CHF | 95.98% | 95.98% |
18.11.2024 | 0.78% | 10.16 CHF | 10.20 CHF | 13'700 | 13'700 | 6'212 | 6'212 | 55'194 CHF | 55'550 CHF | 94.89% | 94.89% |
15.11.2024 | 0.70% | 7.68 CHF | 7.71 CHF | 18'700 | 18'700 | 8'496 | 8'496 | 60'494 CHF | 60'845 CHF | 99.41% | 99.41% |
14.11.2024 | 0.69% | 6.63 CHF | 6.66 CHF | 18'000 | 18'000 | 7'885 | 7'885 | 60'410 CHF | 60'770 CHF | 95.32% | 95.32% |
13.11.2024 | 1.49% | 12.70 CHF | 12.74 CHF | 10'200 | 10'200 | 4'641 | 4'641 | 57'366 CHF | 57'949 CHF | 95.48% | 95.48% |
12.11.2024 | 1.21% | 10.73 CHF | 10.77 CHF | 10'100 | 10'100 | 4'768 | 4'768 | 61'898 CHF | 62'450 CHF | 79.33% | 79.33% |
11.11.2024 | 0.55% | 13.37 CHF | 13.40 CHF | 14'500 | 14'500 | 6'825 | 6'825 | 85'192 CHF | 85'551 CHF | 91.60% | 91.60% |
08.11.2024 | 0.73% | 7.46 CHF | 7.48 CHF | 20'000 | 20'000 | 9'267 | 9'267 | 63'895 CHF | 64'236 CHF | 99.05% | 99.05% |
07.11.2024 | 0.88% | 6.20 CHF | 6.22 CHF | 21'200 | 21'200 | 9'906 | 9'906 | 54'997 CHF | 55'356 CHF | 98.83% | 98.83% |