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 | 1.40% | 9.04 CHF | 9.10 CHF | 10'500 | 10'500 | 4'632 | 4'632 | 37'939 CHF | 38'358 CHF | 99.57% | 99.57% |
19.11.2024 | 1.57% | 7.68 CHF | 7.76 CHF | 8'000 | 8'000 | 3'580 | 3'580 | 30'907 CHF | 31'315 CHF | 99.18% | 99.18% |
18.11.2024 | 1.37% | 10.27 CHF | 10.35 CHF | 7'700 | 7'700 | 3'469 | 3'469 | 36'258 CHF | 36'673 CHF | 99.90% | 99.90% |
15.11.2024 | 1.25% | 11.15 CHF | 11.22 CHF | 9'100 | 9'100 | 3'738 | 3'738 | 40'427 CHF | 40'790 CHF | 91.62% | 91.62% |
14.11.2024 | 1.12% | 6.57 CHF | 6.63 CHF | 11'100 | 11'100 | 4'908 | 4'908 | 32'937 CHF | 33'276 CHF | 99.72% | 99.72% |
13.11.2024 | 0.98% | 7.19 CHF | 7.25 CHF | 8'600 | 8'600 | 4'045 | 4'045 | 33'067 CHF | 33'367 CHF | 99.93% | 99.93% |
12.11.2024 | 0.99% | 8.56 CHF | 8.61 CHF | 10'200 | 10'200 | 4'499 | 4'499 | 37'532 CHF | 37'843 CHF | 99.88% | 99.88% |
11.11.2024 | 1.12% | 8.10 CHF | 8.15 CHF | 10'700 | 10'700 | 4'413 | 4'413 | 34'349 CHF | 34'649 CHF | 99.90% | 99.90% |
08.11.2024 | 1.14% | 6.50 CHF | 6.55 CHF | 9'100 | 9'100 | 4'231 | 4'231 | 29'358 CHF | 29'651 CHF | 97.38% | 97.38% |
07.11.2024 | 0.95% | 8.47 CHF | 8.52 CHF | 9'200 | 9'200 | 4'073 | 4'073 | 34'633 CHF | 34'919 CHF | 100.00% | 100.00% |