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 | 0.55% | 10.94 CHF | 10.98 CHF | 11'100 | 11'100 | 4'988 | 4'988 | 51'299 CHF | 51'543 CHF | 99.90% | 99.90% |
19.11.2024 | 0.58% | 9.80 CHF | 9.84 CHF | 10'400 | 10'400 | 4'630 | 4'630 | 47'601 CHF | 47'841 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 11.44 CHF | 11.49 CHF | 9'300 | 9'300 | 4'018 | 4'018 | 48'393 CHF | 48'642 CHF | 99.63% | 99.63% |
15.11.2024 | 0.98% | 11.62 CHF | 11.66 CHF | 12'600 | 12'600 | 4'198 | 4'198 | 43'566 CHF | 43'793 CHF | 98.88% | 98.88% |
14.11.2024 | 0.62% | 9.72 CHF | 9.75 CHF | 18'000 | 18'000 | 8'405 | 8'405 | 85'681 CHF | 85'962 CHF | 54.14% | 95.14% |
13.11.2024 | - | 5.42 CHF | - CHF | 22'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 4.86 CHF | - CHF | 22'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 4.87 CHF | - CHF | 25'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 4.39 CHF | - CHF | 26'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 4.49 CHF | - CHF | 26'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |