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 | 0,89% | 18,77 CHF | 18,83 CHF | 6 900 | 6 900 | 3 124 | 3 124 | 58 479 CHF | 58 879 CHF | 99,90% | 99,90% |
19/11/2024 | 0,87% | 17,43 CHF | 17,48 CHF | 9 000 | 9 000 | 3 817 | 3 817 | 62 752 CHF | 63 139 CHF | 99,89% | 99,89% |
18/11/2024 | 0,98% | 17,64 CHF | 17,71 CHF | 6 000 | 6 000 | 2 652 | 2 652 | 51 538 CHF | 51 924 CHF | 97,81% | 97,81% |
15/11/2024 | 0,79% | 21,94 CHF | 21,99 CHF | 8 300 | 8 300 | 3 497 | 3 497 | 69 077 CHF | 69 449 CHF | 99,18% | 99,18% |
14/11/2024 | 0,89% | 14,30 CHF | 14,34 CHF | 9 400 | 9 400 | 4 345 | 4 345 | 63 044 CHF | 63 434 CHF | 99,66% | 99,66% |
13/11/2024 | 0,87% | 13,36 CHF | 13,40 CHF | 10 900 | 10 900 | 4 941 | 4 941 | 63 940 CHF | 64 349 CHF | 99,55% | 99,55% |
12/11/2024 | 0,87% | 13,22 CHF | 13,26 CHF | 10 000 | 10 000 | 4 454 | 4 454 | 57 461 CHF | 57 842 CHF | 99,72% | 99,72% |
11/11/2024 | 0,86% | 12,27 CHF | 12,30 CHF | 14 700 | 14 700 | 6 282 | 6 282 | 66 684 CHF | 67 082 CHF | 99,90% | 99,90% |
08/11/2024 | 0,92% | 9,17 CHF | 9,20 CHF | 18 600 | 18 600 | 7 934 | 7 934 | 62 785 CHF | 63 207 CHF | 98,94% | 98,94% |
07/11/2024 | 1,83% | 6,66 CHF | 6,68 CHF | 19 600 | 19 600 | 9 168 | 9 168 | 53 803 CHF | 54 149 CHF | 54,06% | 95,95% |