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 | 2.64% | 2.18 CHF | 2.19 CHF | 37'800 | 37'800 | 14'813 | 14'813 | 34'202 CHF | 34'799 CHF | 99.82% | 99.82% |
19.11.2024 | 3.01% | 2.89 CHF | 2.91 CHF | 28'800 | 28'800 | 7'928 | 7'928 | 23'908 CHF | 24'173 CHF | 99.92% | 99.92% |
18.11.2024 | 1.74% | 3.13 CHF | 3.14 CHF | 34'600 | 34'600 | 12'769 | 12'769 | 35'925 CHF | 36'287 CHF | 99.89% | 99.89% |
15.11.2024 | 1.86% | 2.99 CHF | 3.01 CHF | 28'700 | 28'700 | 10'839 | 10'839 | 32'501 CHF | 32'931 CHF | 99.52% | 99.52% |
14.11.2024 | 1.71% | 3.23 CHF | 3.25 CHF | 29'000 | 29'000 | 11'458 | 11'458 | 37'491 CHF | 37'956 CHF | 100.00% | 100.00% |
13.11.2024 | 1.70% | 3.45 CHF | 3.47 CHF | 22'000 | 22'000 | 8'204 | 8'204 | 31'905 CHF | 32'283 CHF | 100.00% | 100.00% |
12.11.2024 | 1.98% | 4.31 CHF | 4.33 CHF | 19'100 | 19'100 | 4'658 | 4'658 | 21'158 CHF | 21'397 CHF | 99.95% | 99.95% |
11.11.2024 | 1.99% | 5.27 CHF | 5.29 CHF | 15'800 | 15'800 | 4'356 | 4'356 | 23'949 CHF | 24'135 CHF | 99.87% | 99.87% |
08.11.2024 | 1.68% | 5.67 CHF | 5.69 CHF | 17'200 | 17'200 | 6'949 | 6'949 | 36'839 CHF | 37'239 CHF | 100.00% | 100.00% |
07.11.2024 | 1.57% | 5.27 CHF | 5.29 CHF | 19'200 | 19'200 | 7'506 | 7'506 | 38'229 CHF | 38'626 CHF | 99.87% | 99.87% |