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 | 1.20% | 3.04 CHF | 3.05 CHF | 26'000 | 26'000 | 11'423 | 11'423 | 34'671 CHF | 34'966 CHF | 99.90% | 99.90% |
19.11.2024 | 1.28% | 2.89 CHF | 2.90 CHF | 27'200 | 27'200 | 11'863 | 11'863 | 33'910 CHF | 34'214 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 2.83 CHF | 2.84 CHF | 27'900 | 27'900 | 12'462 | 12'462 | 34'844 CHF | 35'170 CHF | 99.87% | 99.87% |
15.11.2024 | 1.26% | 2.75 CHF | 2.76 CHF | 28'400 | 28'400 | 12'701 | 12'701 | 35'862 CHF | 36'193 CHF | 98.32% | 98.32% |
14.11.2024 | 1.34% | 2.68 CHF | 2.69 CHF | 28'000 | 28'000 | 12'553 | 12'553 | 33'685 CHF | 34'013 CHF | 100.00% | 100.00% |
13.11.2024 | 1.25% | 2.78 CHF | 2.79 CHF | 27'700 | 27'700 | 12'238 | 12'238 | 34'894 CHF | 35'210 CHF | 99.62% | 99.62% |
12.11.2024 | 1.43% | 2.83 CHF | 2.84 CHF | 24'300 | 24'300 | 10'735 | 10'735 | 31'634 CHF | 31'959 CHF | 100.00% | 100.00% |
11.11.2024 | 1.27% | 3.24 CHF | 3.25 CHF | 23'100 | 23'100 | 9'787 | 9'787 | 33'427 CHF | 33'732 CHF | 99.17% | 99.17% |
08.11.2024 | 1.30% | 3.45 CHF | 3.46 CHF | 19'500 | 19'500 | 8'441 | 8'441 | 31'079 CHF | 31'362 CHF | 98.44% | 98.44% |
07.11.2024 | 1.16% | 4.25 CHF | 4.26 CHF | 20'100 | 20'100 | 9'033 | 9'033 | 37'902 CHF | 38'206 CHF | 99.37% | 99.37% |