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 | 0.94% | 3.16 CHF | 3.19 CHF | 12'000 | 12'000 | 11'887 | 11'887 | 37'969 CHF | 38'326 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 3.32 CHF | 3.35 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 36'186 CHF | 36'514 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 3.65 CHF | 3.68 CHF | 11'000 | 11'000 | 10'897 | 10'897 | 40'874 CHF | 41'202 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 3.72 CHF | 3.75 CHF | 12'000 | 12'000 | 12'000 | 12'000 | 43'434 CHF | 43'794 CHF | 71.39% | 71.39% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.66% | 3.14 CHF | 3.16 CHF | 13'000 | 13'000 | 12'877 | 12'877 | 39'503 CHF | 39'761 CHF | 99.65% | 99.65% |
12.11.2024 | 0.99% | 2.93 CHF | 2.96 CHF | 11'500 | 11'500 | 11'392 | 11'392 | 34'680 CHF | 35'022 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 3.47 CHF | 3.50 CHF | 12'000 | 12'000 | 11'887 | 11'887 | 41'061 CHF | 41'418 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 3.30 CHF | 3.34 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 32'401 CHF | 32'758 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 4.93 CHF | 4.97 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 43'291 CHF | 43'648 CHF | 100.00% | 100.00% |