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 | 0,92% | 26,55 CHF | 26,80 CHF | 3 000 | 3 000 | 2 972 | 2 972 | 80 971 CHF | 81 714 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 26,40 CHF | 26,65 CHF | 3 000 | 3 000 | 2 972 | 2 972 | 79 435 CHF | 80 179 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 27,05 CHF | 27,30 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 92 108 CHF | 92 976 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 26,45 CHF | 26,70 CHF | 3 500 | 3 500 | 3 500 | 3 500 | 91 002 CHF | 91 877 CHF | 71,39% | 71,39% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 1,05% | 24,00 CHF | 24,25 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 94 641 CHF | 95 633 CHF | 99,55% | 99,55% |
12/11/2024 | 1,05% | 22,90 CHF | 23,15 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 82 801 CHF | 83 669 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 25,20 CHF | 25,45 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 86 942 CHF | 87 810 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 23,55 CHF | 23,80 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 82 345 CHF | 83 213 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 24,95 CHF | 25,20 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 87 355 CHF | 88 223 CHF | 100,00% | 100,00% |