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 | 1,50% | 2,07 CHF | 2,08 CHF | 36 600 | 36 600 | 16 119 | 16 119 | 33 239 CHF | 33 609 CHF | 99,89% | 99,89% |
19/11/2024 | 1,41% | 2,17 CHF | 2,18 CHF | 36 200 | 36 200 | 15 812 | 15 812 | 34 454 CHF | 34 815 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 2,23 CHF | 2,24 CHF | 34 500 | 34 500 | 15 421 | 15 421 | 34 720 CHF | 35 079 CHF | 99,86% | 99,86% |
15/11/2024 | 1,41% | 2,31 CHF | 2,32 CHF | 33 500 | 33 500 | 14 972 | 14 972 | 33 511 CHF | 33 857 CHF | 99,27% | 99,27% |
14/11/2024 | 1,32% | 2,37 CHF | 2,38 CHF | 34 300 | 34 300 | 15 379 | 15 379 | 36 249 CHF | 36 605 CHF | 100,00% | 100,00% |
13/11/2024 | 1,44% | 2,27 CHF | 2,28 CHF | 35 000 | 35 000 | 15 434 | 15 434 | 33 845 CHF | 34 198 CHF | 99,62% | 99,62% |
12/11/2024 | 1,10% | 2,22 CHF | 2,23 CHF | 42 200 | 42 200 | 18 624 | 18 624 | 39 890 CHF | 40 224 CHF | 100,00% | 100,00% |
11/11/2024 | 1,27% | 1,97 CHF | 1,98 CHF | 42 800 | 42 800 | 18 281 | 18 281 | 34 120 CHF | 34 448 CHF | 99,90% | 99,90% |
08/11/2024 | 1,40% | 1,83 CHF | 1,84 CHF | 53 800 | 53 800 | 23 110 | 23 110 | 40 219 CHF | 40 633 CHF | 99,16% | 99,16% |
07/11/2024 | 1,46% | 1,54 CHF | 1,55 CHF | 44 000 | 44 000 | 19 612 | 19 612 | 30 654 CHF | 31 008 CHF | 99,90% | 99,90% |