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 | 3.10% | 12.10 CHF | 12.50 CHF | 2'700 | 2'700 | 2'776 | 2'776 | 34'733 CHF | 35'822 CHF | 99.88% | 99.88% |
25.11.2024 | 2.76% | 12.32 CHF | 12.71 CHF | 2'800 | 2'800 | 3'408 | 3'408 | 39'894 CHF | 41'004 CHF | 100.00% | 100.00% |
22.11.2024 | 2.93% | 10.19 CHF | 10.50 CHF | 3'600 | 3'600 | 3'753 | 3'753 | 37'282 CHF | 38'387 CHF | 100.00% | 100.00% |
20.11.2024 | 2.99% | 9.86 CHF | 10.14 CHF | 4'000 | 4'000 | 3'924 | 3'924 | 36'292 CHF | 37'390 CHF | 99.45% | 99.45% |
19.11.2024 | 3.58% | 8.73 CHF | 9.01 CHF | 3'900 | 3'900 | 2'898 | 2'898 | 30'422 CHF | 31'518 CHF | 98.78% | 98.78% |
18.11.2024 | 3.91% | 12.03 CHF | 12.46 CHF | 2'600 | 2'600 | 1'908 | 1'908 | 28'424 CHF | 29'545 CHF | 98.78% | 98.78% |
15.11.2024 | 4.63% | 18.23 CHF | 18.89 CHF | 1'700 | 1'700 | 1'321 | 1'321 | 23'827 CHF | 24'921 CHF | 100.00% | 100.00% |
14.11.2024 | 3.04% | 24.84 CHF | 25.74 CHF | 1'200 | 1'200 | 1'433 | 1'433 | 36'248 CHF | 37'355 CHF | 100.00% | 100.00% |
13.11.2024 | 2.89% | 22.73 CHF | 23.46 CHF | 1'500 | 1'500 | 1'729 | 1'729 | 37'519 CHF | 38'616 CHF | 100.00% | 100.00% |
12.11.2024 | 2.63% | 22.16 CHF | 22.77 CHF | 1'800 | 1'800 | 2'115 | 2'115 | 41'307 CHF | 42'407 CHF | 99.82% | 99.82% |