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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,68% | 1,82 CHF | 1,85 CHF | 36 300 | 36 300 | 40 629 | 40 629 | 71 795 CHF | 73 014 CHF | 100,00% | 100,00% |
22/11/2024 | 1,83% | 1,65 CHF | 1,68 CHF | 42 000 | 42 000 | 43 146 | 43 146 | 69 996 CHF | 71 291 CHF | 100,00% | 100,00% |
20/11/2024 | 1,91% | 1,61 CHF | 1,64 CHF | 44 600 | 44 600 | 44 066 | 44 066 | 68 719 CHF | 70 041 CHF | 99,44% | 99,44% |
19/11/2024 | 1,80% | 1,51 CHF | 1,54 CHF | 43 900 | 43 900 | 37 578 | 37 578 | 62 112 CHF | 63 239 CHF | 98,77% | 98,77% |
18/11/2024 | 1,91% | 1,76 CHF | 1,79 CHF | 35 700 | 35 700 | 30 168 | 30 168 | 58 583 CHF | 59 707 CHF | 98,77% | 98,77% |
15/11/2024 | 2,21% | 2,12 CHF | 2,16 CHF | 28 500 | 28 500 | 25 314 | 25 314 | 53 889 CHF | 55 086 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 2,45 CHF | 2,50 CHF | 24 300 | 24 300 | 26 705 | 26 705 | 65 831 CHF | 66 954 CHF | 100,00% | 100,00% |
13/11/2024 | 1,75% | 2,32 CHF | 2,36 CHF | 27 400 | 27 400 | 29 693 | 29 693 | 67 225 CHF | 68 413 CHF | 100,00% | 100,00% |
12/11/2024 | 1,85% | 2,29 CHF | 2,33 CHF | 30 400 | 30 400 | 33 317 | 33 317 | 71 262 CHF | 72 594 CHF | 99,80% | 99,80% |
11/11/2024 | 1,67% | 1,96 CHF | 2,00 CHF | 34 100 | 34 100 | 37 134 | 37 134 | 71 292 CHF | 72 488 CHF | 99,73% | 99,73% |