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 | 0.82% | 4.69 CHF | 4.71 CHF | 23'750 | 23'750 | 15'942 | 15'942 | 74'511 CHF | 75'075 CHF | 99.99% | 99.99% |
19.11.2024 | 0.88% | 4.47 CHF | 4.49 CHF | 24'530 | 24'530 | 16'590 | 16'590 | 72'721 CHF | 73'308 CHF | 98.99% | 98.99% |
18.11.2024 | 0.92% | 4.38 CHF | 4.40 CHF | 24'870 | 24'870 | 17'008 | 17'008 | 71'465 CHF | 72'067 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 4.19 CHF | 4.21 CHF | 25'490 | 25'490 | 16'750 | 16'750 | 71'418 CHF | 72'029 CHF | 71.89% | 71.89% |
14.11.2024 | 0.89% | 4.35 CHF | 4.37 CHF | 24'990 | 24'990 | 16'729 | 16'729 | 72'384 CHF | 72'976 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 4.27 CHF | 4.29 CHF | 25'220 | 25'220 | 17'065 | 17'065 | 71'715 CHF | 72'319 CHF | 99.94% | 99.94% |
12.11.2024 | 0.95% | 4.09 CHF | 4.11 CHF | 25'930 | 25'930 | 17'422 | 17'422 | 70'586 CHF | 71'203 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 4.02 CHF | 4.04 CHF | 26'220 | 26'220 | 17'713 | 17'713 | 70'072 CHF | 70'700 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 3.88 CHF | 3.90 CHF | 26'880 | 26'880 | 17'941 | 17'941 | 70'090 CHF | 70'725 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 3.86 CHF | 3.88 CHF | 27'080 | 27'080 | 18'286 | 18'286 | 69'387 CHF | 70'034 CHF | 100.00% | 100.00% |