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 | 0.82% | 4.21 CHF | 4.22 CHF | 52'500 | 52'500 | 18'407 | 18'407 | 73'493 CHF | 73'860 CHF | 99.78% | 99.78% |
19.11.2024 | 0.81% | 3.77 CHF | 3.78 CHF | 53'200 | 53'200 | 18'352 | 18'352 | 68'906 CHF | 69'267 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 3.90 CHF | 3.91 CHF | 51'900 | 51'900 | 17'871 | 17'871 | 70'187 CHF | 70'538 CHF | 99.90% | 99.90% |
15.11.2024 | 0.81% | 3.99 CHF | 4.00 CHF | 49'500 | 49'500 | 16'933 | 16'933 | 69'189 CHF | 69'546 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 4.39 CHF | 4.40 CHF | 49'900 | 49'900 | 16'960 | 16'960 | 71'700 CHF | 72'025 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 4.11 CHF | 4.12 CHF | 50'100 | 50'100 | 17'434 | 17'434 | 71'388 CHF | 71'732 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 4.17 CHF | 4.18 CHF | 45'400 | 45'400 | 15'693 | 15'693 | 66'279 CHF | 66'644 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 4.65 CHF | 4.66 CHF | 47'300 | 47'300 | 16'433 | 16'433 | 73'626 CHF | 73'973 CHF | 99.77% | 99.77% |
08.11.2024 | 1.83% | 4.56 CHF | 4.58 CHF | 34'400 | 34'400 | 9'531 | 9'531 | 41'068 CHF | 41'426 CHF | 99.21% | 99.21% |
07.11.2024 | - | 6.02 CHF | - CHF | 36'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.71% |