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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 3.53% | 1.16 CHF | 1.20 CHF | 30'600 | 30'600 | 30'145 | 30'145 | 33'629 CHF | 34'835 CHF | 99.88% | 99.88% |
25.11.2024 | 3.79% | 1.14 CHF | 1.18 CHF | 30'000 | 30'000 | 24'906 | 24'906 | 30'541 CHF | 31'714 CHF | 100.00% | 100.00% |
22.11.2024 | 3.25% | 1.49 CHF | 1.54 CHF | 23'300 | 23'300 | 22'459 | 22'459 | 34'099 CHF | 35'222 CHF | 100.00% | 100.00% |
20.11.2024 | 3.05% | 1.51 CHF | 1.56 CHF | 21'400 | 21'400 | 21'705 | 21'705 | 35'144 CHF | 36'230 CHF | 99.45% | 99.45% |
19.11.2024 | 2.81% | 1.70 CHF | 1.75 CHF | 21'800 | 21'800 | 26'271 | 26'271 | 38'787 CHF | 39'888 CHF | 98.78% | 98.78% |
18.11.2024 | 3.42% | 1.36 CHF | 1.40 CHF | 27'600 | 27'600 | 33'439 | 33'439 | 38'441 CHF | 39'779 CHF | 98.78% | 98.78% |
15.11.2024 | 3.23% | 1.01 CHF | 1.05 CHF | 35'200 | 35'200 | 40'738 | 40'738 | 40'333 CHF | 41'640 CHF | 100.00% | 100.00% |
14.11.2024 | 4.66% | 0.79 CHF | 0.82 CHF | 42'500 | 42'500 | 36'682 | 36'682 | 29'041 CHF | 30'413 CHF | 100.00% | 100.00% |
13.11.2024 | 4.15% | 0.89 CHF | 0.93 CHF | 35'000 | 35'000 | 30'795 | 30'795 | 29'059 CHF | 30'291 CHF | 100.00% | 100.00% |
12.11.2024 | 4.40% | 0.92 CHF | 0.96 CHF | 29'500 | 29'500 | 25'638 | 25'638 | 27'148 CHF | 28'368 CHF | 99.82% | 99.82% |