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 | 1.33% | 6.77 CHF | 6.80 CHF | 14'100 | 14'100 | 4'950 | 4'950 | 33'045 CHF | 33'328 CHF | 99.03% | 99.03% |
19.11.2024 | 1.25% | 6.87 CHF | 6.89 CHF | 15'200 | 15'200 | 5'243 | 5'243 | 34'843 CHF | 35'085 CHF | 99.38% | 99.38% |
18.11.2024 | 1.29% | 6.11 CHF | 6.14 CHF | 13'800 | 13'800 | 4'644 | 4'644 | 31'195 CHF | 31'463 CHF | 98.54% | 99.89% |
15.11.2024 | 1.49% | 6.49 CHF | 6.51 CHF | 26'300 | 26'300 | 7'352 | 7'352 | 46'741 CHF | 47'040 CHF | 99.15% | 99.15% |
14.11.2024 | - | 3.84 CHF | - CHF | 20'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 4.48 CHF | - CHF | 24'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 3.85 CHF | - CHF | 26'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 3.42 CHF | - CHF | 30'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 2.87 CHF | - CHF | 32'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 1.75% | 3.21 CHF | 3.13 CHF | 23'300 | 23'300 | 5'233 | 5'233 | 18'178 CHF | 18'445 CHF | 84.38% | 100.00% |