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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,84% | 2,38 CHF | 2,39 CHF | 67 900 | 67 900 | 30 612 | 30 612 | 72 832 CHF | 73 795 CHF | 100,00% | 100,00% |
20/11/2024 | 1,76% | 2,58 CHF | 2,59 CHF | 65 500 | 65 500 | 28 896 | 28 896 | 73 055 CHF | 73 953 CHF | 99,90% | 99,90% |
19/11/2024 | 1,85% | 2,43 CHF | 2,44 CHF | 69 200 | 69 200 | 30 886 | 30 886 | 73 874 CHF | 74 838 CHF | 99,90% | 99,90% |
18/11/2024 | 1,68% | 2,32 CHF | 2,33 CHF | 73 800 | 73 800 | 32 565 | 32 565 | 75 214 CHF | 76 121 CHF | 97,83% | 97,83% |
15/11/2024 | 1,88% | 2,22 CHF | 2,23 CHF | 83 100 | 83 100 | 33 093 | 33 093 | 67 705 CHF | 68 503 CHF | 99,40% | 99,40% |
14/11/2024 | 1,84% | 1,86 CHF | 1,87 CHF | 81 400 | 81 400 | 37 155 | 37 155 | 73 826 CHF | 74 799 CHF | 100,00% | 100,00% |
13/11/2024 | 1,96% | 1,91 CHF | 1,92 CHF | 89 700 | 89 700 | 39 372 | 39 372 | 73 444 CHF | 74 468 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 1,80 CHF | 1,81 CHF | 97 300 | 97 300 | 43 486 | 43 486 | 75 151 CHF | 76 159 CHF | 99,92% | 99,92% |
11/11/2024 | 1,87% | 1,67 CHF | 1,68 CHF | 97 900 | 97 900 | 43 903 | 43 903 | 72 869 CHF | 73 885 CHF | 99,90% | 99,90% |
08/11/2024 | 1,93% | 1,68 CHF | 1,69 CHF | 103 000 | 103 000 | 45 850 | 45 850 | 74 227 CHF | 75 282 CHF | 98,95% | 98,95% |