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 | 1.31% | 19.79 CHF | 19.87 CHF | 2,000 | 2,000 | 883 | 883 | 17,880 CHF | 18,055 CHF | 99.00% | 99.00% |
19/11/2024 | 1.31% | 19.78 CHF | 19.86 CHF | 2,100 | 2,100 | 985 | 985 | 19,420 CHF | 19,612 CHF | 97.13% | 97.13% |
18/11/2024 | 1.27% | 17.89 CHF | 17.95 CHF | 2,600 | 2,600 | 1,112 | 1,112 | 18,309 CHF | 18,472 CHF | 99.74% | 99.74% |
15/11/2024 | 1.33% | 14.10 CHF | 14.16 CHF | 2,700 | 2,700 | 1,242 | 1,242 | 17,448 CHF | 17,622 CHF | 99.72% | 99.72% |
14/11/2024 | 1.30% | 15.22 CHF | 15.29 CHF | 2,500 | 2,500 | 1,155 | 1,155 | 18,289 CHF | 18,477 CHF | 98.04% | 98.04% |
13/11/2024 | 1.35% | 19.12 CHF | 19.19 CHF | 2,300 | 2,300 | 1,055 | 1,055 | 18,712 CHF | 18,890 CHF | 97.91% | 97.91% |
12/11/2024 | 1.35% | 16.36 CHF | 16.42 CHF | 2,700 | 2,700 | 1,232 | 1,232 | 18,735 CHF | 18,911 CHF | 96.44% | 96.44% |
11/11/2024 | 1.28% | 14.36 CHF | 14.41 CHF | 3,700 | 3,700 | 1,750 | 1,750 | 20,873 CHF | 21,061 CHF | 98.52% | 98.52% |
08/11/2024 | 2.77% | 8.55 CHF | 8.59 CHF | 4,100 | 4,100 | 1,378 | 1,378 | 11,494 CHF | 11,671 CHF | 95.92% | 95.92% |
07/11/2024 | - | 11.32 CHF | - CHF | 3,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |