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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 3.31% | 0.93 CHF | 0.97 CHF | 34'600 | 34'600 | 35'359 | 35'359 | 34'182 CHF | 35'326 CHF | 99.88% | 99.88% |
25.11.2024 | 3.27% | 0.95 CHF | 0.98 CHF | 35'600 | 35'600 | 43'273 | 43'273 | 39'015 CHF | 40'316 CHF | 100.00% | 100.00% |
22.11.2024 | 3.88% | 0.78 CHF | 0.81 CHF | 45'700 | 45'700 | 47'840 | 47'840 | 36'448 CHF | 37'883 CHF | 100.00% | 100.00% |
20.11.2024 | 4.16% | 0.75 CHF | 0.78 CHF | 50'700 | 50'700 | 49'709 | 49'709 | 35'187 CHF | 36'678 CHF | 99.45% | 99.45% |
19.11.2024 | 4.51% | 0.67 CHF | 0.70 CHF | 49'400 | 49'400 | 36'448 | 36'448 | 29'343 CHF | 30'688 CHF | 98.77% | 98.77% |
18.11.2024 | 4.63% | 0.93 CHF | 0.97 CHF | 32'600 | 32'600 | 23'611 | 23'611 | 27'009 CHF | 28'274 CHF | 98.78% | 98.78% |
15.11.2024 | 4.78% | 1.40 CHF | 1.46 CHF | 20'900 | 20'900 | 16'728 | 16'728 | 23'311 CHF | 24'432 CHF | 100.00% | 100.00% |
14.11.2024 | 3.14% | 1.92 CHF | 1.99 CHF | 15'400 | 15'400 | 18'115 | 18'115 | 35'446 CHF | 36'568 CHF | 100.00% | 100.00% |
13.11.2024 | 3.06% | 1.76 CHF | 1.82 CHF | 18'900 | 18'900 | 21'728 | 21'728 | 36'445 CHF | 37'576 CHF | 100.00% | 100.00% |
12.11.2024 | 2.74% | 1.71 CHF | 1.76 CHF | 22'600 | 22'600 | 26'462 | 26'462 | 39'973 CHF | 41'080 CHF | 99.81% | 99.81% |