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 | 0.54% | 3.49 CHF | 3.50 CHF | 15'900 | 15'900 | 8'750 | 8'750 | 29'404 CHF | 29'545 CHF | 99.90% | 99.90% |
19.11.2024 | 0.56% | 3.27 CHF | 3.28 CHF | 17'300 | 17'300 | 9'518 | 9'518 | 30'757 CHF | 30'909 CHF | 98.91% | 98.91% |
18.11.2024 | 0.62% | 2.99 CHF | 3.00 CHF | 18'900 | 18'900 | 10'389 | 10'389 | 30'386 CHF | 30'553 CHF | 99.58% | 99.58% |
15.11.2024 | 0.63% | 2.77 CHF | 2.78 CHF | 18'200 | 18'200 | 9'975 | 9'975 | 28'198 CHF | 28'359 CHF | 99.91% | 99.91% |
14.11.2024 | 0.68% | 2.88 CHF | 2.89 CHF | 18'400 | 18'400 | 10'255 | 10'255 | 27'773 CHF | 27'937 CHF | 98.85% | 98.85% |
13.11.2024 | 0.60% | 2.81 CHF | 2.82 CHF | 17'600 | 17'600 | 9'695 | 9'695 | 28'556 CHF | 28'712 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 2.98 CHF | 2.99 CHF | 16'400 | 16'400 | 8'416 | 8'416 | 24'971 CHF | 25'104 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 3.20 CHF | 3.21 CHF | 13'600 | 13'600 | 7'442 | 7'442 | 26'425 CHF | 26'573 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 3.94 CHF | 3.95 CHF | 13'400 | 13'400 | 5'061 | 5'061 | 19'866 CHF | 19'950 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 4.08 CHF | 4.09 CHF | 12'500 | 12'500 | 5'955 | 5'955 | 23'612 CHF | 23'749 CHF | 98.68% | 98.68% |