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 | 2.23% | 0.94 CHF | 0.95 CHF | 35'530 | 35'530 | 24'093 | 24'093 | 21'086 CHF | 21'514 CHF | 99.99% | 99.99% |
19.11.2024 | 2.58% | 0.73 CHF | 0.74 CHF | 37'000 | 37'000 | 24'719 | 24'719 | 18'025 CHF | 18'461 CHF | 98.98% | 98.98% |
18.11.2024 | 2.15% | 0.72 CHF | 0.73 CHF | 37'020 | 37'020 | 24'220 | 24'220 | 20'581 CHF | 21'007 CHF | 99.94% | 99.94% |
15.11.2024 | 1.60% | 1.01 CHF | 1.02 CHF | 35'320 | 35'320 | 22'884 | 22'884 | 27'125 CHF | 27'541 CHF | 71.73% | 71.73% |
14.11.2024 | 1.25% | 1.44 CHF | 1.45 CHF | 33'240 | 33'240 | 21'974 | 21'974 | 33'126 CHF | 33'514 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.61 CHF | 1.62 CHF | 32'460 | 32'460 | 21'852 | 21'852 | 34'678 CHF | 35'065 CHF | 99.89% | 99.89% |
12.11.2024 | 1.17% | 1.56 CHF | 1.57 CHF | 32'810 | 32'810 | 21'736 | 21'736 | 35'373 CHF | 35'757 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 1.76 CHF | 1.77 CHF | 31'990 | 31'990 | 21'639 | 21'639 | 36'508 CHF | 36'892 CHF | 100.00% | 100.00% |
08.11.2024 | 1.34% | 1.64 CHF | 1.65 CHF | 32'790 | 32'790 | 22'544 | 22'544 | 32'894 CHF | 33'294 CHF | 100.00% | 100.00% |
07.11.2024 | 1.56% | 1.32 CHF | 1.33 CHF | 34'470 | 34'470 | 23'307 | 23'307 | 28'957 CHF | 29'370 CHF | 100.00% | 100.00% |