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 | 1.03% | 14.34 CHF | 14.50 CHF | 5'200 | 5'200 | 4'845 | 4'845 | 74'891 CHF | 75'667 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 14.32 CHF | 14.48 CHF | 5'100 | 5'100 | 5'100 | 5'100 | 69'177 CHF | 69'993 CHF | 99.87% | 99.87% |
18.11.2024 | 1.17% | 14.03 CHF | 14.20 CHF | 4'800 | 4'800 | 4'725 | 4'725 | 68'302 CHF | 69'105 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 15.07 CHF | 15.23 CHF | 4'700 | 4'700 | 4'803 | 4'803 | 74'192 CHF | 74'961 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 14.62 CHF | 14.80 CHF | 4'600 | 4'600 | 4'570 | 4'570 | 67'782 CHF | 68'605 CHF | 100.00% | 100.00% |
13.11.2024 | 1.08% | 16.05 CHF | 16.21 CHF | 4'700 | 4'700 | 4'959 | 4'959 | 72'807 CHF | 73'600 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 14.87 CHF | 15.06 CHF | 4'300 | 4'300 | 4'066 | 4'066 | 63'565 CHF | 64'337 CHF | 99.89% | 99.89% |
11.11.2024 | 1.00% | 17.23 CHF | 17.41 CHF | 4'300 | 4'300 | 4'300 | 4'300 | 76'983 CHF | 77'757 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 16.21 CHF | 16.38 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 73'497 CHF | 74'262 CHF | 98.92% | 98.92% |
07.11.2024 | 1.02% | 15.13 CHF | 15.29 CHF | 5'000 | 5'000 | 4'739 | 4'739 | 74'563 CHF | 75'325 CHF | 100.00% | 100.00% |