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 | 2.00% | 0.81 CHF | 0.82 CHF | 53'300 | 53'300 | 23'546 | 23'546 | 18'506 CHF | 18'812 CHF | 99.37% | 99.37% |
19.11.2024 | 1.92% | 0.81 CHF | 0.82 CHF | 48'900 | 48'900 | 21'698 | 21'698 | 17'549 CHF | 17'832 CHF | 99.98% | 99.98% |
18.11.2024 | 2.05% | 0.96 CHF | 0.97 CHF | 32'300 | 32'300 | 13'732 | 13'732 | 14'692 CHF | 14'938 CHF | 99.79% | 99.79% |
15.11.2024 | 1.84% | 1.27 CHF | 1.28 CHF | 32'000 | 32'000 | 14'448 | 14'448 | 18'369 CHF | 18'629 CHF | 99.90% | 99.90% |
14.11.2024 | 1.61% | 1.19 CHF | 1.20 CHF | 36'600 | 36'600 | 16'199 | 16'199 | 18'566 CHF | 18'809 CHF | 98.55% | 98.55% |
13.11.2024 | 1.69% | 0.94 CHF | 0.95 CHF | 37'600 | 37'600 | 17'113 | 17'113 | 17'358 CHF | 17'618 CHF | 100.00% | 100.00% |
12.11.2024 | 1.80% | 1.13 CHF | 1.14 CHF | 30'800 | 30'800 | 13'866 | 13'866 | 16'906 CHF | 17'161 CHF | 98.79% | 98.79% |
11.11.2024 | 1.67% | 1.36 CHF | 1.37 CHF | 15'300 | 15'300 | 7'111 | 7'111 | 13'598 CHF | 13'788 CHF | 99.24% | 99.24% |
08.11.2024 | 2.38% | 2.69 CHF | 2.70 CHF | 18'400 | 18'400 | 5'995 | 5'995 | 16'271 CHF | 16'452 CHF | 96.65% | 96.65% |
07.11.2024 | - | 2.11 CHF | - CHF | 19'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |