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 | 1.90% | 2.78 CHF | 2.80 CHF | 56'800 | 56'800 | 25'067 | 25'067 | 70'579 CHF | 71'610 CHF | 99.90% | 99.90% |
19.11.2024 | 1.81% | 2.94 CHF | 2.96 CHF | 52'800 | 52'800 | 23'556 | 23'556 | 69'986 CHF | 70'957 CHF | 99.89% | 99.89% |
18.11.2024 | 1.88% | 3.11 CHF | 3.13 CHF | 50'600 | 50'600 | 22'439 | 22'439 | 69'784 CHF | 70'761 CHF | 97.83% | 97.83% |
15.11.2024 | 1.78% | 3.30 CHF | 3.32 CHF | 44'900 | 44'900 | 17'864 | 17'864 | 63'974 CHF | 64'794 CHF | 99.40% | 99.40% |
14.11.2024 | 1.81% | 3.95 CHF | 3.97 CHF | 42'100 | 42'100 | 19'210 | 19'210 | 70'825 CHF | 71'775 CHF | 100.00% | 100.00% |
13.11.2024 | 1.71% | 3.83 CHF | 3.85 CHF | 41'100 | 41'100 | 18'088 | 18'088 | 70'377 CHF | 71'266 CHF | 100.00% | 100.00% |
12.11.2024 | 1.76% | 4.06 CHF | 4.08 CHF | 37'400 | 37'400 | 16'727 | 16'727 | 70'636 CHF | 71'547 CHF | 99.92% | 99.92% |
11.11.2024 | 1.71% | 4.38 CHF | 4.40 CHF | 35'800 | 35'800 | 16'090 | 16'090 | 70'464 CHF | 71'339 CHF | 99.89% | 99.89% |
08.11.2024 | 1.79% | 4.31 CHF | 4.33 CHF | 36'200 | 36'200 | 16'117 | 16'117 | 71'264 CHF | 72'182 CHF | 98.94% | 98.94% |
07.11.2024 | 1.75% | 4.56 CHF | 4.58 CHF | 34'900 | 34'900 | 15'619 | 15'619 | 71'585 CHF | 72'483 CHF | 100.00% | 100.00% |