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 | 1.61% | 3.13 CHF | 3.18 CHF | 18'800 | 18'800 | 18'800 | 18'800 | 58'028 CHF | 58'968 CHF | 99.45% | 99.45% |
19.11.2024 | 1.90% | 2.89 CHF | 2.94 CHF | 18'800 | 18'800 | 17'334 | 17'334 | 52'085 CHF | 53'082 CHF | 98.78% | 98.78% |
18.11.2024 | 2.04% | 2.97 CHF | 3.03 CHF | 16'900 | 16'900 | 15'152 | 15'152 | 49'628 CHF | 50'648 CHF | 98.78% | 98.78% |
15.11.2024 | 1.92% | 3.70 CHF | 3.77 CHF | 14'600 | 14'600 | 13'537 | 13'537 | 48'787 CHF | 49'734 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 4.03 CHF | 4.10 CHF | 13'200 | 13'200 | 14'597 | 14'597 | 59'617 CHF | 60'522 CHF | 100.00% | 100.00% |
13.11.2024 | 1.61% | 3.87 CHF | 3.93 CHF | 15'000 | 15'000 | 15'994 | 15'994 | 59'178 CHF | 60'138 CHF | 100.00% | 100.00% |
12.11.2024 | 1.47% | 3.78 CHF | 3.84 CHF | 16'300 | 16'300 | 18'193 | 18'193 | 63'764 CHF | 64'708 CHF | 99.81% | 99.81% |
11.11.2024 | 1.71% | 3.22 CHF | 3.27 CHF | 18'700 | 18'700 | 20'595 | 20'595 | 59'871 CHF | 60'900 CHF | 99.74% | 99.74% |
08.11.2024 | 1.81% | 2.94 CHF | 2.99 CHF | 21'200 | 21'200 | 21'353 | 21'353 | 58'422 CHF | 59'489 CHF | 100.00% | 100.00% |
07.11.2024 | 1.82% | 2.50 CHF | 2.55 CHF | 21'400 | 21'400 | 19'187 | 19'187 | 52'313 CHF | 53'272 CHF | 99.96% | 99.96% |