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 | 2.58% | 2.81 CHF | 2.82 CHF | 37'200 | 37'200 | 14'579 | 14'579 | 38'691 CHF | 39'279 CHF | 99.82% | 99.82% |
19.11.2024 | 2.60% | 2.23 CHF | 2.24 CHF | 46'000 | 46'000 | 12'635 | 12'635 | 27'174 CHF | 27'403 CHF | 99.92% | 99.92% |
18.11.2024 | 1.79% | 2.16 CHF | 2.17 CHF | 34'100 | 34'100 | 12'594 | 12'594 | 31'027 CHF | 31'385 CHF | 99.90% | 99.90% |
15.11.2024 | 1.64% | 2.42 CHF | 2.43 CHF | 41'500 | 41'500 | 15'615 | 15'615 | 37'552 CHF | 37'949 CHF | 99.52% | 99.52% |
14.11.2024 | 1.76% | 2.26 CHF | 2.27 CHF | 41'100 | 41'100 | 16'295 | 16'295 | 36'095 CHF | 36'521 CHF | 100.00% | 100.00% |
13.11.2024 | 1.65% | 2.16 CHF | 2.17 CHF | 53'800 | 53'800 | 20'068 | 20'068 | 39'400 CHF | 39'819 CHF | 100.00% | 100.00% |
12.11.2024 | 2.37% | 1.79 CHF | 1.80 CHF | 59'000 | 59'000 | 14'302 | 14'302 | 24'434 CHF | 24'747 CHF | 99.95% | 99.95% |
11.11.2024 | 2.63% | 1.51 CHF | 1.52 CHF | 67'900 | 67'900 | 18'698 | 18'698 | 27'074 CHF | 27'359 CHF | 99.88% | 99.88% |
08.11.2024 | 1.66% | 1.40 CHF | 1.41 CHF | 60'300 | 60'300 | 24'250 | 24'250 | 36'257 CHF | 36'720 CHF | 100.00% | 100.00% |
07.11.2024 | 1.92% | 1.51 CHF | 1.52 CHF | 55'700 | 55'700 | 21'708 | 21'708 | 34'066 CHF | 34'539 CHF | 99.87% | 99.87% |