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 | 1.31% | 19.79 CHF | 19.87 CHF | 2'000 | 2'000 | 883 | 883 | 17'880 CHF | 18'055 CHF | 99.00% | 99.00% |
19.11.2024 | 1.31% | 19.78 CHF | 19.86 CHF | 2'100 | 2'100 | 985 | 985 | 19'420 CHF | 19'612 CHF | 97.13% | 97.13% |
18.11.2024 | 1.27% | 17.89 CHF | 17.95 CHF | 2'600 | 2'600 | 1'112 | 1'112 | 18'309 CHF | 18'472 CHF | 99.74% | 99.74% |
15.11.2024 | 1.33% | 14.10 CHF | 14.16 CHF | 2'700 | 2'700 | 1'242 | 1'242 | 17'448 CHF | 17'622 CHF | 99.72% | 99.72% |
14.11.2024 | 1.30% | 15.22 CHF | 15.29 CHF | 2'500 | 2'500 | 1'155 | 1'155 | 18'289 CHF | 18'477 CHF | 98.04% | 98.04% |
13.11.2024 | 1.35% | 19.12 CHF | 19.19 CHF | 2'300 | 2'300 | 1'055 | 1'055 | 18'712 CHF | 18'890 CHF | 97.91% | 97.91% |
12.11.2024 | 1.35% | 16.36 CHF | 16.42 CHF | 2'700 | 2'700 | 1'232 | 1'232 | 18'735 CHF | 18'911 CHF | 96.44% | 96.44% |
11.11.2024 | 1.28% | 14.36 CHF | 14.41 CHF | 3'700 | 3'700 | 1'750 | 1'750 | 20'873 CHF | 21'061 CHF | 98.52% | 98.52% |
08.11.2024 | 2.77% | 8.55 CHF | 8.59 CHF | 4'100 | 4'100 | 1'378 | 1'378 | 11'494 CHF | 11'671 CHF | 95.92% | 95.92% |
07.11.2024 | - | 11.32 CHF | - CHF | 3'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |