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 | 4.55% | 0.38 CHF | 0.39 CHF | 27'550 | 27'550 | 18'284 | 18'284 | 7'447 CHF | 7'770 CHF | 100.00% | 100.00% |
19.11.2024 | 4.74% | 0.39 CHF | 0.40 CHF | 28'020 | 28'020 | 18'687 | 18'687 | 7'393 CHF | 7'723 CHF | 99.97% | 99.97% |
18.11.2024 | 5.00% | 0.43 CHF | 0.44 CHF | 31'530 | 31'530 | 21'437 | 21'437 | 8'265 CHF | 8'645 CHF | 99.97% | 99.97% |
15.11.2024 | 4.86% | 0.36 CHF | 0.37 CHF | 27'710 | 27'710 | 18'264 | 18'264 | 7'092 CHF | 7'423 CHF | 72.05% | 72.05% |
14.11.2024 | 4.20% | 0.43 CHF | 0.44 CHF | 26'490 | 26'490 | 17'575 | 17'575 | 7'870 CHF | 8'181 CHF | 100.00% | 100.00% |
13.11.2024 | 3.73% | 0.48 CHF | 0.49 CHF | 22'010 | 22'010 | 14'648 | 14'648 | 7'404 CHF | 7'663 CHF | 99.65% | 99.65% |
12.11.2024 | 3.29% | 0.53 CHF | 0.54 CHF | 18'880 | 18'880 | 12'495 | 12'495 | 7'151 CHF | 7'372 CHF | 100.00% | 100.00% |
11.11.2024 | 3.09% | 0.61 CHF | 0.62 CHF | 18'130 | 18'130 | 12'122 | 12'122 | 7'376 CHF | 7'590 CHF | 100.00% | 100.00% |
08.11.2024 | 2.85% | 0.67 CHF | 0.68 CHF | 16'830 | 16'830 | 11'285 | 11'285 | 7'504 CHF | 7'704 CHF | 100.00% | 100.00% |
07.11.2024 | 3.19% | 0.64 CHF | 0.65 CHF | 19'710 | 19'710 | 13'307 | 13'307 | 8'066 CHF | 8'302 CHF | 99.98% | 99.98% |