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 | 1.34% | 1.48 CHF | 1.50 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 25'280 CHF | 25'618 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 1.59 CHF | 1.61 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 23'668 CHF | 23'966 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 1.84 CHF | 1.86 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 28'489 CHF | 28'787 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 1.89 CHF | 1.91 CHF | 16'500 | 16'500 | 16'500 | 16'500 | 30'013 CHF | 30'343 CHF | 71.43% | 71.43% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.41% | 1.47 CHF | 1.49 CHF | 19'000 | 19'000 | 18'820 | 18'820 | 26'713 CHF | 27'090 CHF | 99.64% | 99.64% |
12.11.2024 | 1.42% | 1.33 CHF | 1.35 CHF | 16'000 | 16'000 | 15'850 | 15'850 | 22'409 CHF | 22'727 CHF | 100.00% | 100.00% |
11.11.2024 | 1.17% | 1.73 CHF | 1.75 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 28'045 CHF | 28'372 CHF | 100.00% | 100.00% |
08.11.2024 | 2.10% | 1.60 CHF | 1.64 CHF | 9'500 | 9'500 | 9'411 | 9'411 | 17'989 CHF | 18'366 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 3.13 CHF | 3.16 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 30'363 CHF | 30'661 CHF | 100.00% | 100.00% |