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 | 1.60% | 5.09 CHF | 5.13 CHF | 3'530 | 3'530 | 2'337 | 2'337 | 11'290 CHF | 11'455 CHF | 100.00% | 100.00% |
19.11.2024 | 1.57% | 4.95 CHF | 4.99 CHF | 3'470 | 3'470 | 2'315 | 2'315 | 11'342 CHF | 11'506 CHF | 99.97% | 99.97% |
18.11.2024 | 1.64% | 4.69 CHF | 4.73 CHF | 2'930 | 2'930 | 1'989 | 1'989 | 10'077 CHF | 10'232 CHF | 99.97% | 99.97% |
15.11.2024 | 1.52% | 5.45 CHF | 5.49 CHF | 3'460 | 3'460 | 2'279 | 2'279 | 11'817 CHF | 11'982 CHF | 72.10% | 72.10% |
14.11.2024 | 1.62% | 4.89 CHF | 4.93 CHF | 3'430 | 3'430 | 2'269 | 2'269 | 10'723 CHF | 10'883 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 4.58 CHF | 4.61 CHF | 3'890 | 3'890 | 2'593 | 2'593 | 11'436 CHF | 11'591 CHF | 99.65% | 99.65% |
12.11.2024 | 1.44% | 4.30 CHF | 4.33 CHF | 4'350 | 4'350 | 2'875 | 2'875 | 11'781 CHF | 11'936 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 3.97 CHF | 4.00 CHF | 4'370 | 4'370 | 2'918 | 2'918 | 11'461 CHF | 11'616 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 3.70 CHF | 3.73 CHF | 4'610 | 4'610 | 3'088 | 3'088 | 11'315 CHF | 11'479 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 3.83 CHF | 3.86 CHF | 3'930 | 3'930 | 2'653 | 2'653 | 10'563 CHF | 10'722 CHF | 99.98% | 99.98% |