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 | 0,81% | 2,56 CHF | 2,58 CHF | 31 180 | 31 180 | 30 768 | 30 768 | 76 118 CHF | 76 734 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 2,51 CHF | 2,53 CHF | 33 400 | 33 400 | 33 011 | 33 011 | 82 431 CHF | 83 092 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 2,39 CHF | 2,41 CHF | 34 930 | 34 930 | 34 491 | 34 491 | 81 163 CHF | 81 853 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 2,29 CHF | 2,31 CHF | 39 350 | 39 350 | 39 239 | 39 239 | 87 904 CHF | 88 689 CHF | 71,44% | 71,44% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 1,03% | 1,99 CHF | 2,01 CHF | 38 920 | 38 920 | 38 501 | 38 501 | 75 363 CHF | 76 134 CHF | 98,95% | 98,95% |
12/11/2024 | 1,02% | 2,01 CHF | 2,03 CHF | 41 700 | 41 700 | 41 195 | 41 195 | 81 468 CHF | 82 293 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 1,87 CHF | 1,89 CHF | 38 940 | 38 940 | 38 593 | 38 593 | 72 407 CHF | 73 180 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 1,99 CHF | 2,01 CHF | 41 870 | 41 870 | 41 375 | 41 375 | 80 991 CHF | 81 820 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 1,86 CHF | 1,88 CHF | 39 970 | 39 970 | 39 709 | 39 709 | 74 675 CHF | 75 470 CHF | 100,00% | 100,00% |