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 | 0,86% | 1,13 CHF | 1,14 CHF | 20 500 | 20 500 | 20 292 | 20 292 | 23 561 CHF | 23 764 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,14 CHF | 1,16 CHF | 9 800 | 9 800 | 10 126 | 10 126 | 15 267 CHF | 15 389 CHF | 99,81% | 99,81% |
18/11/2024 | - | 2,46 CHF | 2,46 CHF | 10 300 | 10 300 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 0,76% | 2,59 CHF | 2,61 CHF | 9 600 | 9 600 | 9 565 | 9 565 | 25 058 CHF | 25 249 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 2,79 CHF | 2,81 CHF | 9 500 | 9 500 | 9 427 | 9 427 | 26 712 CHF | 26 901 CHF | 99,35% | 99,35% |
13/11/2024 | 0,73% | 2,81 CHF | 2,83 CHF | 10 000 | 10 000 | 9 774 | 9 774 | 26 757 CHF | 26 953 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,75 CHF | 2,76 CHF | 10 400 | 10 400 | 9 974 | 9 974 | 26 426 CHF | 26 526 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,59 CHF | 2,60 CHF | 11 200 | 11 200 | 11 113 | 11 113 | 27 874 CHF | 27 985 CHF | 99,93% | 99,93% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 12 300 | 12 300 | 12 249 | 12 249 | 28 921 CHF | 29 044 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 2,17 CHF | 2,19 CHF | 8 100 | 8 100 | 8 087 | 8 087 | 16 928 CHF | 17 089 CHF | 100,00% | 100,00% |