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 | 1,48% | 2,52 CHF | 2,53 CHF | 24 800 | 24 800 | 11 044 | 11 044 | 28 812 CHF | 29 124 CHF | 99,90% | 99,90% |
19/11/2024 | 1,49% | 2,58 CHF | 2,59 CHF | 24 300 | 24 300 | 10 463 | 10 463 | 26 715 CHF | 27 005 CHF | 99,89% | 99,89% |
18/11/2024 | 1,61% | 2,71 CHF | 2,72 CHF | 24 000 | 24 000 | 10 582 | 10 582 | 28 718 CHF | 29 046 CHF | 99,90% | 99,90% |
15/11/2024 | 1,60% | 2,71 CHF | 2,72 CHF | 23 200 | 23 200 | 10 273 | 10 273 | 28 141 CHF | 28 463 CHF | 99,90% | 99,90% |
14/11/2024 | 1,55% | 2,89 CHF | 2,90 CHF | 23 000 | 23 000 | 10 283 | 10 283 | 29 176 CHF | 29 498 CHF | 100,00% | 100,00% |
13/11/2024 | 1,67% | 2,82 CHF | 2,83 CHF | 21 600 | 21 600 | 9 204 | 9 204 | 25 598 CHF | 25 872 CHF | 100,00% | 100,00% |
12/11/2024 | 1,41% | 3,00 CHF | 3,01 CHF | 20 800 | 20 800 | 9 236 | 9 236 | 28 612 CHF | 28 901 CHF | 99,92% | 99,92% |
11/11/2024 | 1,39% | 3,15 CHF | 3,16 CHF | 21 200 | 21 200 | 9 428 | 9 428 | 30 082 CHF | 30 378 CHF | 99,90% | 99,90% |
08/11/2024 | 1,47% | 3,14 CHF | 3,15 CHF | 18 200 | 18 200 | 8 045 | 8 045 | 26 869 CHF | 27 158 CHF | 98,94% | 98,94% |
07/11/2024 | 1,38% | 3,69 CHF | 3,70 CHF | 16 100 | 16 100 | 7 089 | 7 089 | 28 259 CHF | 28 537 CHF | 100,00% | 100,00% |