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 | 0,69% | 2,86 CHF | 2,88 CHF | 18 800 | 18 800 | 18 298 | 18 298 | 52 558 CHF | 52 924 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,78 CHF | 2,80 CHF | 18 200 | 18 200 | 17 689 | 17 689 | 50 015 CHF | 50 369 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,89 CHF | 2,91 CHF | 18 700 | 18 700 | 18 204 | 18 204 | 51 822 CHF | 52 186 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 2,83 CHF | 2,85 CHF | 19 400 | 19 400 | 18 864 | 18 864 | 53 276 CHF | 53 653 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 2,72 CHF | 2,74 CHF | 19 100 | 19 100 | 18 805 | 18 805 | 49 696 CHF | 50 073 CHF | 99,35% | 99,35% |
13/11/2024 | 0,72% | 2,72 CHF | 2,74 CHF | 19 100 | 19 100 | 18 638 | 18 638 | 51 712 CHF | 52 085 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,72 CHF | 2,74 CHF | 17 200 | 17 200 | 16 685 | 16 685 | 47 411 CHF | 47 745 CHF | 98,86% | 100,00% |
11/11/2024 | 0,61% | 3,09 CHF | 3,11 CHF | 16 000 | 16 000 | 15 303 | 15 303 | 49 702 CHF | 50 008 CHF | 99,93% | 99,93% |
08/11/2024 | 0,56% | 3,28 CHF | 3,30 CHF | 13 200 | 13 200 | 12 594 | 12 594 | 45 252 CHF | 45 503 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 4,28 CHF | 4,30 CHF | 13 600 | 13 600 | 13 406 | 13 406 | 56 123 CHF | 56 392 CHF | 98,41% | 98,41% |