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 | 2,50% | 0,37 CHF | 0,38 CHF | 31 220 | 31 220 | 30 896 | 30 892 | 12 377 CHF | 12 685 CHF | 100,00% | 100,00% |
19/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 31 250 | 10 217 | 30 774 | 10 135 | 12 826 CHF | 4 326 CHF | 90,17% | 98,73% |
18/11/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 30 560 | 10 217 | 30 334 | 10 142 | 17 100 CHF | 5 819 CHF | 100,00% | 100,00% |
15/11/2024 | 1,77% | 0,50 CHF | 0,51 CHF | 30 880 | 10 217 | 30 700 | 10 217 | 17 263 CHF | 5 848 CHF | 72,04% | 72,04% |
14/11/2024 | 1,73% | 0,63 CHF | 0,64 CHF | 30 470 | 10 217 | 30 296 | 10 142 | 17 703 CHF | 6 034 CHF | 100,00% | 100,00% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 30 830 | 10 217 | 30 571 | 10 142 | 15 744 CHF | 5 325 CHF | 98,54% | 98,54% |
12/11/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 30 780 | 10 217 | 30 371 | 10 142 | 17 048 CHF | 5 795 CHF | 99,66% | 99,66% |
11/11/2024 | 1,46% | 0,65 CHF | 0,66 CHF | 30 340 | 10 217 | 29 937 | 10 142 | 20 513 CHF | 7 051 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 30 370 | 10 217 | 30 036 | 22 251 | 20 370 CHF | 15 393 CHF | 98,91% | 100,00% |
07/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 30 290 | 30 290 | 29 933 | 29 933 | 22 110 CHF | 22 410 CHF | 100,00% | 100,00% |