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 | 3.90% | 0.57 CHF | 0.58 CHF | 35'550 | 35'550 | 24'093 | 24'093 | 12'242 CHF | 12'669 CHF | 99.99% | 99.99% |
19.11.2024 | 5.09% | 0.36 CHF | 0.37 CHF | 37'030 | 37'030 | 24'718 | 24'718 | 8'974 CHF | 9'410 CHF | 98.97% | 98.97% |
18.11.2024 | 3.69% | 0.35 CHF | 0.36 CHF | 37'040 | 37'040 | 24'220 | 24'220 | 11'684 CHF | 12'111 CHF | 99.94% | 99.94% |
15.11.2024 | 2.28% | 0.64 CHF | 0.65 CHF | 35'350 | 35'350 | 22'880 | 22'880 | 18'700 CHF | 19'116 CHF | 71.72% | 71.72% |
14.11.2024 | 1.64% | 1.07 CHF | 1.08 CHF | 33'250 | 33'250 | 21'974 | 21'974 | 25'039 CHF | 25'426 CHF | 100.00% | 100.00% |
13.11.2024 | 1.58% | 1.25 CHF | 1.26 CHF | 32'440 | 32'440 | 21'854 | 21'854 | 26'691 CHF | 27'078 CHF | 99.87% | 99.87% |
12.11.2024 | 1.50% | 1.19 CHF | 1.20 CHF | 32'790 | 32'790 | 21'738 | 21'738 | 27'465 CHF | 27'849 CHF | 100.00% | 100.00% |
11.11.2024 | 1.46% | 1.39 CHF | 1.40 CHF | 32'010 | 32'010 | 21'637 | 21'637 | 28'645 CHF | 29'028 CHF | 100.00% | 100.00% |
08.11.2024 | 1.79% | 1.28 CHF | 1.29 CHF | 32'780 | 32'780 | 22'543 | 22'543 | 24'771 CHF | 25'171 CHF | 100.00% | 100.00% |
07.11.2024 | 2.20% | 0.96 CHF | 0.97 CHF | 34'470 | 34'470 | 23'309 | 23'309 | 20'540 CHF | 20'953 CHF | 100.00% | 100.00% |