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 | 0,58% | 1,68 CHF | 1,69 CHF | 38 200 | 38 200 | 37 555 | 37 555 | 64 701 CHF | 65 076 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 34 900 | 34 900 | 35 445 | 35 445 | 61 843 CHF | 62 197 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 33 300 | 33 300 | 33 163 | 33 163 | 61 827 CHF | 62 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 33 700 | 33 700 | 33 561 | 33 561 | 66 265 CHF | 66 601 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 33 800 | 33 800 | 33 661 | 33 661 | 65 873 CHF | 66 210 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 34 100 | 34 100 | 33 959 | 33 959 | 64 048 CHF | 64 387 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 33 100 | 33 100 | 32 964 | 32 964 | 63 800 CHF | 64 130 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,02 CHF | 2,03 CHF | 32 600 | 32 600 | 32 011 | 32 011 | 66 452 CHF | 66 772 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 32 300 | 32 300 | 31 145 | 31 145 | 65 579 CHF | 65 890 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 32 600 | 32 600 | 32 711 | 32 711 | 67 538 CHF | 67 865 CHF | 100,00% | 100,00% |