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 | 0.34% | 3.96 CHF | 4.08 CHF | 3'200 | 3'200 | 20'480 | 20'480 | 78'759 CHF | 78'975 CHF | 98.81% | 98.81% |
19.11.2024 | 0.41% | 3.49 CHF | 3.59 CHF | 3'800 | 3'800 | 24'968 | 24'968 | 75'808 CHF | 76'069 CHF | 98.75% | 98.75% |
18.11.2024 | 0.44% | 2.86 CHF | 2.97 CHF | 3'700 | 3'700 | 23'576 | 23'576 | 71'323 CHF | 71'570 CHF | 98.94% | 98.94% |
15.11.2024 | 0.65% | 3.30 CHF | 3.48 CHF | 2'200 | 2'200 | 13'970 | 13'970 | 53'816 CHF | 54'105 CHF | 98.36% | 98.36% |
14.11.2024 | 0.46% | 5.44 CHF | 5.64 CHF | 2'000 | 2'000 | 12'857 | 12'857 | 71'933 CHF | 72'201 CHF | 98.85% | 98.85% |
13.11.2024 | 0.46% | 5.78 CHF | 5.96 CHF | 2'200 | 2'200 | 13'735 | 13'735 | 73'373 CHF | 73'659 CHF | 98.87% | 98.87% |
12.11.2024 | 0.45% | 5.12 CHF | 5.36 CHF | 1'700 | 1'700 | 10'614 | 10'614 | 57'888 CHF | 58'108 CHF | 97.83% | 97.83% |
11.11.2024 | 0.38% | 7.00 CHF | 7.20 CHF | 2'000 | 2'000 | 12'851 | 12'851 | 85'003 CHF | 85'271 CHF | 98.90% | 98.90% |