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 | 1.41% | 3.39 CHF | 3.40 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 12'908 CHF | 13'073 CHF | 100.00% | 100.00% |
19.11.2024 | 1.45% | 3.45 CHF | 3.46 CHF | 5'510 | 5'510 | 3'680 | 3'680 | 12'785 CHF | 12'951 CHF | 98.96% | 98.96% |
18.11.2024 | 1.51% | 3.63 CHF | 3.64 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 12'622 CHF | 12'790 CHF | 99.95% | 99.95% |
15.11.2024 | 1.49% | 3.25 CHF | 3.26 CHF | 5'600 | 5'600 | 3'676 | 3'676 | 12'477 CHF | 12'645 CHF | 71.63% | 71.63% |
14.11.2024 | 1.37% | 3.59 CHF | 3.60 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 13'326 CHF | 13'489 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 3.79 CHF | 3.80 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 13'907 CHF | 14'069 CHF | 99.93% | 99.93% |
12.11.2024 | 1.22% | 3.99 CHF | 4.00 CHF | 5'290 | 5'290 | 3'504 | 3'504 | 14'502 CHF | 14'660 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 4.24 CHF | 4.25 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 14'839 CHF | 14'996 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 4.42 CHF | 4.43 CHF | 5'170 | 5'170 | 3'466 | 3'466 | 15'351 CHF | 15'508 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 4.32 CHF | 4.33 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 14'874 CHF | 15'034 CHF | 99.98% | 99.98% |