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 | 1.46% | 4.63 CHF | 4.67 CHF | 15'600 | 15'600 | 6'856 | 6'856 | 35'433 CHF | 35'867 CHF | 99.57% | 99.57% |
19.11.2024 | 1.43% | 5.44 CHF | 5.48 CHF | 17'100 | 17'100 | 7'608 | 7'608 | 37'888 CHF | 38'317 CHF | 99.21% | 99.21% |
18.11.2024 | 1.53% | 4.30 CHF | 4.34 CHF | 19'300 | 19'300 | 8'623 | 8'623 | 36'431 CHF | 36'898 CHF | 99.90% | 99.90% |
15.11.2024 | 1.59% | 3.91 CHF | 3.95 CHF | 17'000 | 17'000 | 6'916 | 6'916 | 28'179 CHF | 28'556 CHF | 91.62% | 91.62% |
14.11.2024 | 1.00% | 7.46 CHF | 7.52 CHF | 11'600 | 11'600 | 5'102 | 5'102 | 37'522 CHF | 37'857 CHF | 99.72% | 99.72% |
13.11.2024 | 1.00% | 6.85 CHF | 6.89 CHF | 13'200 | 13'200 | 6'241 | 6'241 | 38'632 CHF | 38'953 CHF | 99.93% | 99.93% |
12.11.2024 | 1.04% | 5.97 CHF | 6.01 CHF | 13'100 | 13'100 | 5'773 | 5'773 | 35'395 CHF | 35'706 CHF | 99.90% | 99.90% |
11.11.2024 | 1.13% | 6.31 CHF | 6.35 CHF | 12'000 | 12'000 | 4'935 | 4'935 | 32'440 CHF | 32'730 CHF | 99.90% | 99.90% |
08.11.2024 | 0.88% | 7.48 CHF | 7.52 CHF | 12'500 | 12'500 | 5'805 | 5'805 | 41'398 CHF | 41'701 CHF | 97.40% | 97.40% |
07.11.2024 | 1.00% | 6.03 CHF | 6.07 CHF | 13'800 | 13'800 | 6'154 | 6'154 | 37'024 CHF | 37'339 CHF | 100.00% | 100.00% |