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 | 1.71% | 1.94 CHF | 1.96 CHF | 6'340 | 6'340 | 4'206 | 4'206 | 7'585 CHF | 7'705 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 1.87 CHF | 1.89 CHF | 6'200 | 6'200 | 4'137 | 4'137 | 7'635 CHF | 7'754 CHF | 99.97% | 99.97% |
18.11.2024 | 1.92% | 1.71 CHF | 1.73 CHF | 4'880 | 4'880 | 3'316 | 3'316 | 6'432 CHF | 6'550 CHF | 99.97% | 99.97% |
15.11.2024 | 1.56% | 2.17 CHF | 2.19 CHF | 6'060 | 6'060 | 3'993 | 3'993 | 8'078 CHF | 8'196 CHF | 72.11% | 72.11% |
14.11.2024 | 1.73% | 1.85 CHF | 1.87 CHF | 6'040 | 6'040 | 4'002 | 4'002 | 7'047 CHF | 7'162 CHF | 100.00% | 100.00% |
13.11.2024 | 1.70% | 1.69 CHF | 1.70 CHF | 7'240 | 7'240 | 4'820 | 4'820 | 7'709 CHF | 7'826 CHF | 99.66% | 99.66% |
12.11.2024 | 1.43% | 1.54 CHF | 1.55 CHF | 8'440 | 8'440 | 5'587 | 5'587 | 8'049 CHF | 8'153 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 1.37 CHF | 1.38 CHF | 8'550 | 8'550 | 5'719 | 5'719 | 7'745 CHF | 7'852 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 1.24 CHF | 1.25 CHF | 9'240 | 9'240 | 6'197 | 6'197 | 7'612 CHF | 7'721 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 1.32 CHF | 1.33 CHF | 7'300 | 7'300 | 4'927 | 4'927 | 6'876 CHF | 6'997 CHF | 99.98% | 99.98% |