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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.67% | 2.43 CHF | 2.47 CHF | 27'800 | 27'800 | 27'648 | 27'648 | 65'833 CHF | 66'939 CHF | 99.88% | 99.88% |
25.11.2024 | 1.89% | 2.40 CHF | 2.44 CHF | 27'600 | 27'600 | 25'546 | 25'546 | 63'629 CHF | 64'841 CHF | 100.00% | 100.00% |
22.11.2024 | 1.80% | 2.73 CHF | 2.78 CHF | 24'900 | 24'900 | 24'518 | 24'518 | 67'399 CHF | 68'625 CHF | 100.00% | 100.00% |
20.11.2024 | 1.76% | 2.73 CHF | 2.78 CHF | 24'100 | 24'100 | 24'253 | 24'253 | 68'533 CHF | 69'745 CHF | 99.45% | 99.45% |
19.11.2024 | 1.56% | 2.89 CHF | 2.94 CHF | 24'300 | 24'300 | 26'381 | 26'381 | 70'868 CHF | 71'979 CHF | 98.78% | 98.78% |
18.11.2024 | 1.68% | 2.58 CHF | 2.62 CHF | 27'000 | 27'000 | 29'459 | 29'459 | 69'513 CHF | 70'691 CHF | 98.78% | 98.78% |
15.11.2024 | 1.82% | 2.20 CHF | 2.24 CHF | 30'200 | 30'200 | 32'248 | 32'248 | 70'221 CHF | 71'511 CHF | 100.00% | 100.00% |
14.11.2024 | 2.04% | 1.93 CHF | 1.97 CHF | 32'900 | 32'900 | 30'961 | 30'961 | 60'046 CHF | 61'284 CHF | 100.00% | 100.00% |
13.11.2024 | 1.89% | 2.04 CHF | 2.08 CHF | 30'400 | 30'400 | 28'871 | 28'871 | 60'479 CHF | 61'634 CHF | 100.00% | 100.00% |
12.11.2024 | 2.13% | 2.07 CHF | 2.11 CHF | 28'400 | 28'400 | 26'745 | 26'745 | 59'276 CHF | 60'553 CHF | 99.82% | 99.82% |