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 | 1,02% | 1,92 CHF | 1,94 CHF | 49 630 | 49 630 | 48 973 | 48 973 | 96 643 CHF | 97 624 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 1,95 CHF | 1,97 CHF | 47 810 | 47 810 | 47 250 | 47 250 | 92 567 CHF | 93 513 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 2,03 CHF | 2,05 CHF | 46 090 | 46 090 | 45 516 | 45 516 | 93 753 CHF | 94 664 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 2,11 CHF | 2,13 CHF | 42 570 | 42 570 | 42 469 | 42 469 | 91 306 CHF | 92 155 CHF | 71,42% | 71,42% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,83% | 2,38 CHF | 2,40 CHF | 40 820 | 40 820 | 40 399 | 40 399 | 97 599 CHF | 98 408 CHF | 98,96% | 98,96% |
12/11/2024 | 0,84% | 2,37 CHF | 2,39 CHF | 39 520 | 39 520 | 39 055 | 39 055 | 93 687 CHF | 94 469 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 2,51 CHF | 2,53 CHF | 40 070 | 40 070 | 39 715 | 39 715 | 99 503 CHF | 100 298 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 2,39 CHF | 2,41 CHF | 39 350 | 39 350 | 38 866 | 38 866 | 94 500 CHF | 95 278 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 2,53 CHF | 2,55 CHF | 39 670 | 39 670 | 39 390 | 39 390 | 98 988 CHF | 99 777 CHF | 100,00% | 100,00% |