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 | 0,69% | 1,34 CHF | 1,35 CHF | 99 000 | 99 000 | 97 377 | 97 377 | 141 222 CHF | 142 195 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 73 700 | 73 700 | 73 731 | 73 731 | 104 488 CHF | 105 225 CHF | 99,33% | 99,33% |
18/11/2024 | 0,48% | 1,97 CHF | 1,98 CHF | 61 900 | 61 900 | 61 502 | 61 502 | 129 296 CHF | 129 911 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 59 000 | 59 000 | 58 682 | 58 682 | 138 508 CHF | 139 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,42 CHF | 2,43 CHF | 78 200 | 78 200 | 76 355 | 76 355 | 199 892 CHF | 200 656 CHF | 99,39% | 99,39% |
13/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 87 000 | 87 000 | 86 286 | 86 286 | 143 585 CHF | 144 448 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 1,61 CHF | 1,62 CHF | 59 900 | 59 900 | 58 283 | 58 283 | 120 422 CHF | 121 005 CHF | 99,14% | 99,14% |
11/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 62 700 | 62 700 | 62 441 | 62 441 | 158 659 CHF | 159 283 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 2,20 CHF | 2,22 CHF | 51 800 | 51 800 | 51 386 | 51 386 | 121 977 CHF | 123 005 CHF | 98,94% | 98,94% |
07/11/2024 | 0,38% | 2,85 CHF | 2,86 CHF | 57 200 | 57 200 | 57 874 | 57 874 | 151 316 CHF | 151 895 CHF | 100,00% | 100,00% |