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 | 0.38% | 2.39 CHF | 2.40 CHF | 35'500 | 35'500 | 35'068 | 35'068 | 93'146 CHF | 93'496 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 33'200 | 33'200 | 33'130 | 33'130 | 89'579 CHF | 89'910 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.75 CHF | 2.76 CHF | 30'800 | 30'800 | 31'178 | 31'178 | 77'277 CHF | 77'589 CHF | 41.29% | 100.00% |
15.11.2024 | - | 3.27 CHF | - CHF | 18'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 5.33 CHF | 4.51 CHF | 25'200 | 260 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 26'200 | 26'200 | 26'084 | 26'084 | 87'187 CHF | 87'448 CHF | 100.00% | 100.00% |
12.11.2024 | - | 3.61 CHF | - CHF | 26'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 3.58 CHF | 3.50 CHF | 28'500 | 2'900 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 27'700 | 27'700 | 27'629 | 27'629 | 89'723 CHF | 89'999 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 31'700 | 31'700 | 31'888 | 31'888 | 102'455 CHF | 102'774 CHF | 100.00% | 100.00% |