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 | 1.66% | 2.10 CHF | 2.12 CHF | 7'610 | 7'610 | 5'051 | 5'051 | 11'118 CHF | 11'292 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 2.15 CHF | 2.17 CHF | 7'690 | 7'690 | 5'130 | 5'130 | 11'075 CHF | 11'251 CHF | 99.97% | 99.97% |
18.11.2024 | 1.45% | 2.27 CHF | 2.29 CHF | 8'230 | 8'230 | 5'592 | 5'592 | 11'900 CHF | 12'061 CHF | 99.97% | 99.97% |
15.11.2024 | 1.74% | 2.02 CHF | 2.04 CHF | 7'720 | 7'720 | 5'095 | 5'095 | 10'806 CHF | 10'985 CHF | 72.05% | 72.05% |
14.11.2024 | 1.58% | 2.27 CHF | 2.29 CHF | 7'450 | 7'450 | 4'934 | 4'934 | 11'526 CHF | 11'695 CHF | 100.00% | 100.00% |
13.11.2024 | 1.52% | 2.44 CHF | 2.46 CHF | 6'640 | 6'640 | 4'420 | 4'420 | 11'120 CHF | 11'276 CHF | 99.67% | 99.67% |
12.11.2024 | 1.68% | 2.60 CHF | 2.62 CHF | 6'040 | 6'040 | 3'996 | 3'996 | 10'877 CHF | 11'046 CHF | 100.00% | 100.00% |
11.11.2024 | 1.62% | 2.82 CHF | 2.84 CHF | 5'860 | 5'860 | 3'914 | 3'914 | 11'087 CHF | 11'252 CHF | 100.00% | 100.00% |
08.11.2024 | 1.54% | 3.00 CHF | 3.02 CHF | 5'590 | 5'590 | 3'744 | 3'744 | 11'223 CHF | 11'381 CHF | 100.00% | 100.00% |
07.11.2024 | 1.38% | 2.92 CHF | 2.94 CHF | 6'190 | 6'190 | 4'175 | 4'175 | 11'757 CHF | 11'905 CHF | 99.98% | 99.98% |