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 | 1,12% | 17,28 CHF | 17,31 CHF | 4 400 | 4 400 | 1 968 | 1 968 | 34 924 CHF | 35 193 CHF | 99,90% | 99,90% |
19/11/2024 | 1,16% | 17,57 CHF | 17,60 CHF | 4 300 | 4 300 | 1 879 | 1 879 | 32 767 CHF | 33 027 CHF | 98,33% | 98,33% |
18/11/2024 | 1,12% | 18,30 CHF | 18,33 CHF | 4 300 | 4 300 | 1 886 | 1 886 | 34 551 CHF | 34 813 CHF | 99,59% | 99,59% |
15/11/2024 | 1,15% | 18,34 CHF | 18,37 CHF | 4 200 | 4 200 | 1 867 | 1 867 | 34 462 CHF | 34 736 CHF | 99,90% | 99,90% |
14/11/2024 | 1,12% | 19,25 CHF | 19,28 CHF | 4 100 | 4 100 | 1 883 | 1 883 | 35 731 CHF | 36 009 CHF | 99,63% | 99,63% |
13/11/2024 | 1,22% | 18,88 CHF | 18,91 CHF | 4 000 | 4 000 | 1 682 | 1 682 | 31 380 CHF | 31 614 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 19,84 CHF | 19,87 CHF | 3 800 | 3 800 | 1 738 | 1 738 | 35 286 CHF | 35 560 CHF | 99,90% | 99,90% |
11/11/2024 | 1,10% | 20,57 CHF | 20,60 CHF | 3 900 | 3 900 | 1 743 | 1 743 | 36 229 CHF | 36 498 CHF | 99,78% | 99,78% |
08/11/2024 | 1,13% | 20,49 CHF | 20,52 CHF | 3 500 | 3 500 | 1 565 | 1 565 | 33 628 CHF | 33 897 CHF | 98,61% | 98,61% |
07/11/2024 | 1,10% | 23,22 CHF | 23,25 CHF | 3 200 | 3 200 | 1 405 | 1 405 | 34 682 CHF | 34 947 CHF | 98,14% | 98,14% |