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 | 0.64% | 1.53 CHF | 1.54 CHF | 16'800 | 16'800 | 16'597 | 16'597 | 26'023 CHF | 26'189 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 15'700 | 15'700 | 15'922 | 15'922 | 24'850 CHF | 25'009 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 15'600 | 15'600 | 15'563 | 15'563 | 26'362 CHF | 26'518 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 15'800 | 15'800 | 15'591 | 15'591 | 26'997 CHF | 27'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 16'200 | 16'200 | 16'254 | 16'254 | 26'454 CHF | 26'616 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 15'200 | 15'200 | 15'200 | 15'200 | 25'087 CHF | 25'239 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 1.68 CHF | 1.70 CHF | 13'700 | 13'700 | 13'431 | 13'431 | 23'332 CHF | 23'600 CHF | 99.86% | 99.86% |
11.11.2024 | 0.96% | 2.06 CHF | 2.08 CHF | 13'300 | 13'300 | 13'295 | 13'295 | 27'708 CHF | 27'974 CHF | 99.70% | 99.70% |
08.11.2024 | 0.97% | 1.99 CHF | 2.01 CHF | 12'100 | 12'100 | 12'098 | 12'098 | 24'833 CHF | 25'075 CHF | 98.81% | 98.81% |
07.11.2024 | 0.87% | 2.27 CHF | 2.29 CHF | 12'100 | 12'100 | 12'053 | 12'053 | 27'556 CHF | 27'797 CHF | 99.44% | 99.44% |