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 | 0.51% | 4.17 CHF | 4.18 CHF | 4'890 | 4'890 | 3'240 | 3'240 | 12'589 CHF | 12'646 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 3.97 CHF | 3.98 CHF | 4'350 | 4'350 | 2'935 | 2'935 | 12'392 CHF | 12'447 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 4.27 CHF | 4.28 CHF | 3'890 | 3'890 | 2'616 | 2'616 | 11'644 CHF | 11'708 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 4.74 CHF | 4.75 CHF | 4'500 | 4'500 | 2'957 | 2'957 | 12'906 CHF | 12'964 CHF | 72.07% | 72.07% |
14.11.2024 | 0.51% | 4.13 CHF | 4.14 CHF | 4'950 | 4'950 | 3'256 | 3'256 | 12'443 CHF | 12'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 3.68 CHF | 3.69 CHF | 5'380 | 5'380 | 3'593 | 3'593 | 12'674 CHF | 12'737 CHF | 99.69% | 99.69% |
12.11.2024 | 0.54% | 3.62 CHF | 3.63 CHF | 5'110 | 5'110 | 3'418 | 3'418 | 12'249 CHF | 12'310 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 3.64 CHF | 3.65 CHF | 4'720 | 4'720 | 3'177 | 3'177 | 11'822 CHF | 11'878 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 3.74 CHF | 3.75 CHF | 5'250 | 5'250 | 3'500 | 3'500 | 12'626 CHF | 12'688 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 3.72 CHF | 3.73 CHF | 4'470 | 4'470 | 3'004 | 3'004 | 11'655 CHF | 11'711 CHF | 100.00% | 100.00% |