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 | 1,06% | 1,85 CHF | 1,87 CHF | 33 900 | 33 900 | 33 411 | 33 411 | 63 381 CHF | 64 050 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 1,86 CHF | 1,88 CHF | 33 900 | 33 900 | 33 557 | 33 557 | 62 555 CHF | 63 227 CHF | 98,94% | 98,94% |
18/11/2024 | 1,03% | 1,97 CHF | 1,99 CHF | 33 400 | 33 400 | 33 211 | 33 211 | 64 674 CHF | 65 339 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,93 CHF | 1,95 CHF | 33 600 | 33 600 | 33 466 | 33 466 | 66 039 CHF | 66 708 CHF | 72,18% | 72,18% |
14/11/2024 | 1,06% | 1,97 CHF | 1,99 CHF | 33 500 | 33 500 | 33 502 | 33 502 | 63 735 CHF | 64 406 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 1,83 CHF | 1,85 CHF | 34 200 | 34 200 | 34 119 | 34 119 | 61 317 CHF | 62 000 CHF | 99,31% | 99,31% |
12/11/2024 | 1,10% | 1,73 CHF | 1,75 CHF | 34 800 | 34 800 | 33 910 | 33 910 | 62 032 CHF | 62 711 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 1,97 CHF | 1,99 CHF | 33 500 | 33 500 | 33 102 | 33 102 | 65 620 CHF | 66 283 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,93 CHF | 1,95 CHF | 33 700 | 33 700 | 33 023 | 33 023 | 66 371 CHF | 67 032 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 2,32 CHF | 2,34 CHF | 31 800 | 31 800 | 31 537 | 31 537 | 73 188 CHF | 73 819 CHF | 100,00% | 100,00% |