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 | 2.84% | 0.76 CHF | 0.77 CHF | 35'580 | 35'580 | 24'093 | 24'093 | 16'668 CHF | 17'096 CHF | 99.99% | 99.99% |
19.11.2024 | 3.43% | 0.54 CHF | 0.55 CHF | 37'000 | 37'000 | 24'720 | 24'720 | 13'504 CHF | 13'941 CHF | 98.97% | 98.97% |
18.11.2024 | 2.71% | 0.53 CHF | 0.54 CHF | 37'020 | 37'020 | 24'219 | 24'219 | 16'142 CHF | 16'569 CHF | 99.94% | 99.94% |
15.11.2024 | 1.88% | 0.82 CHF | 0.83 CHF | 35'350 | 35'350 | 22'881 | 22'881 | 22'905 CHF | 23'321 CHF | 71.73% | 71.73% |
14.11.2024 | 1.42% | 1.26 CHF | 1.27 CHF | 33'250 | 33'250 | 21'973 | 21'973 | 29'083 CHF | 29'470 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 1.43 CHF | 1.44 CHF | 32'460 | 32'460 | 21'854 | 21'854 | 30'697 CHF | 31'084 CHF | 99.88% | 99.88% |
12.11.2024 | 1.31% | 1.37 CHF | 1.38 CHF | 32'810 | 32'810 | 21'735 | 21'735 | 31'410 CHF | 31'794 CHF | 100.00% | 100.00% |
11.11.2024 | 1.28% | 1.58 CHF | 1.59 CHF | 31'980 | 31'980 | 21'639 | 21'639 | 32'578 CHF | 32'961 CHF | 100.00% | 100.00% |
08.11.2024 | 1.54% | 1.46 CHF | 1.47 CHF | 32'780 | 32'780 | 22'543 | 22'543 | 28'832 CHF | 29'232 CHF | 100.00% | 100.00% |
07.11.2024 | 1.83% | 1.14 CHF | 1.15 CHF | 34'470 | 34'470 | 23'307 | 23'307 | 24'746 CHF | 25'159 CHF | 100.00% | 100.00% |