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 | 0,68% | 2,98 CHF | 3,00 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 35 377 CHF | 35 615 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 3,13 CHF | 3,15 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 35 757 CHF | 35 975 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 3,28 CHF | 3,30 CHF | 12 000 | 12 000 | 11 762 | 11 762 | 38 527 CHF | 38 762 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 3,23 CHF | 3,24 CHF | 19 000 | 19 000 | 18 484 | 18 484 | 51 330 CHF | 51 515 CHF | 71,38% | 71,38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 18 000 | 18 000 | 17 828 | 17 828 | 40 909 CHF | 41 087 CHF | 98,93% | 98,93% |
12/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 16 000 | 16 000 | 15 911 | 15 911 | 34 264 CHF | 34 423 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 16 000 | 16 000 | 15 845 | 15 845 | 35 386 CHF | 35 545 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 15 000 | 15 000 | 15 530 | 15 530 | 38 219 CHF | 38 374 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 2,42 CHF | 2,44 CHF | 13 000 | 13 000 | 13 367 | 13 367 | 34 274 CHF | 34 542 CHF | 100,00% | 100,00% |