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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.37% | 2.65 CHF | 2.66 CHF | 22'300 | 22'300 | 7'658 | 7'658 | 20'947 CHF | 21'125 CHF | 100.00% | 100.00% |
25.11.2024 | 1.27% | 2.64 CHF | 2.65 CHF | 26'000 | 26'000 | 8'956 | 8'956 | 24'229 CHF | 24'418 CHF | 99.88% | 99.88% |
22.11.2024 | 1.48% | 2.44 CHF | 2.45 CHF | 24'000 | 24'000 | 8'140 | 8'140 | 20'986 CHF | 21'172 CHF | 99.45% | 99.45% |
20.11.2024 | 1.44% | 2.45 CHF | 2.46 CHF | 29'800 | 29'800 | 9'889 | 9'889 | 23'110 CHF | 23'301 CHF | 99.89% | 99.89% |
19.11.2024 | 1.98% | 2.18 CHF | 2.19 CHF | 25'900 | 25'900 | 7'511 | 7'511 | 16'786 CHF | 16'945 CHF | 100.00% | 100.00% |
18.11.2024 | 1.95% | 2.47 CHF | 2.48 CHF | 24'400 | 24'400 | 7'443 | 7'443 | 17'889 CHF | 18'010 CHF | 88.25% | 99.60% |
15.11.2024 | 1.52% | 2.59 CHF | 2.60 CHF | 24'100 | 24'100 | 8'408 | 8'408 | 21'615 CHF | 21'812 CHF | 98.94% | 98.94% |
14.11.2024 | 1.50% | 2.83 CHF | 2.84 CHF | 20'200 | 20'200 | 6'948 | 6'948 | 20'710 CHF | 20'897 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 3.22 CHF | 3.23 CHF | 17'900 | 17'900 | 6'163 | 6'163 | 20'284 CHF | 20'450 CHF | 100.00% | 100.00% |
12.11.2024 | 1.53% | 3.66 CHF | 3.67 CHF | 15'500 | 15'500 | 4'936 | 4'936 | 18'271 CHF | 18'400 CHF | 96.78% | 99.91% |