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 | 0.78% | 3.42 CHF | 3.44 CHF | 3'410 | 3'410 | 2'263 | 2'263 | 8'642 CHF | 8'707 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 3.75 CHF | 3.76 CHF | 3'770 | 3'770 | 2'544 | 2'544 | 8'783 CHF | 8'845 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 3.47 CHF | 3.48 CHF | 4'230 | 4'230 | 2'843 | 2'843 | 9'366 CHF | 9'436 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 3.02 CHF | 3.04 CHF | 3'680 | 3'680 | 2'422 | 2'422 | 8'401 CHF | 8'472 CHF | 72.11% | 72.11% |
14.11.2024 | 0.86% | 3.76 CHF | 3.78 CHF | 3'150 | 3'150 | 2'074 | 2'074 | 8'808 CHF | 8'879 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 4.45 CHF | 4.47 CHF | 2'740 | 2'740 | 1'831 | 1'831 | 8'642 CHF | 8'707 CHF | 99.70% | 99.70% |
12.11.2024 | 0.83% | 4.58 CHF | 4.60 CHF | 2'880 | 2'880 | 1'928 | 1'928 | 8'936 CHF | 9'004 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 4.56 CHF | 4.58 CHF | 3'120 | 3'120 | 2'097 | 2'097 | 9'273 CHF | 9'334 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 4.36 CHF | 4.38 CHF | 2'860 | 2'860 | 1'909 | 1'909 | 8'721 CHF | 8'788 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 4.49 CHF | 4.51 CHF | 3'300 | 3'300 | 2'220 | 2'220 | 9'525 CHF | 9'588 CHF | 100.00% | 100.00% |