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 | 3.89% | 20.99 CHF | 21.78 CHF | 5'676 | 1'000 | 5'631 | 1'000 | 111'865 CHF | 20'650 CHF | 99.37% | 99.37% |
19.11.2024 | 3.42% | 19.08 CHF | 19.78 CHF | 6'341 | 2'000 | 6'400 | 2'000 | 129'565 CHF | 41'892 CHF | 83.38% | 83.38% |
18.11.2024 | 3.95% | 17.33 CHF | 18.03 CHF | 6'381 | 2'000 | 6'386 | 2'000 | 110'232 CHF | 35'909 CHF | 100.00% | 100.00% |
15.11.2024 | 4.34% | 16.99 CHF | 17.72 CHF | 6'037 | 2'000 | 6'017 | 2'000 | 99'093 CHF | 34'394 CHF | 99.99% | 99.99% |
14.11.2024 | 4.06% | 17.76 CHF | 18.54 CHF | 5'654 | 1'000 | 5'701 | 1'000 | 107'425 CHF | 19'613 CHF | 99.52% | 99.52% |
13.11.2024 | 3.62% | 18.75 CHF | 19.42 CHF | 6'692 | 2'000 | 6'670 | 1'975 | 123'433 CHF | 37'884 CHF | 99.32% | 99.32% |
12.11.2024 | 3.14% | 17.48 CHF | 18.02 CHF | 8'641 | 2'000 | 8'572 | 2'000 | 143'091 CHF | 34'445 CHF | 100.00% | 100.00% |
11.11.2024 | 4.59% | 12.36 CHF | 12.93 CHF | 7'679 | 2'000 | 7'651 | 2'000 | 92'255 CHF | 25'246 CHF | 100.00% | 100.00% |
08.11.2024 | 3.50% | 13.61 CHF | 14.07 CHF | 9'694 | 2'500 | 9'608 | 2'500 | 124'628 CHF | 33'579 CHF | 100.00% | 100.00% |
07.11.2024 | 4.64% | 10.71 CHF | 11.20 CHF | 8'780 | 2'500 | 8'774 | 2'500 | 90'845 CHF | 27'099 CHF | 91.77% | 91.77% |