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 | 1,00% | 2,79 CHF | 2,82 CHF | 23 900 | 23 900 | 23 900 | 23 900 | 71 408 CHF | 72 125 CHF | 99,47% | 99,47% |
19/11/2024 | 1,14% | 2,72 CHF | 2,75 CHF | 23 100 | 23 100 | 23 100 | 23 100 | 60 572 CHF | 61 265 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 2,90 CHF | 2,93 CHF | 24 200 | 24 200 | 24 200 | 24 200 | 68 074 CHF | 68 800 CHF | 99,89% | 99,89% |
15/11/2024 | 1,09% | 2,72 CHF | 2,75 CHF | 22 900 | 22 900 | 22 900 | 22 900 | 62 837 CHF | 63 524 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 2,96 CHF | 2,99 CHF | 24 100 | 24 100 | 24 100 | 24 100 | 68 415 CHF | 69 138 CHF | 98,58% | 98,58% |
13/11/2024 | 1,09% | 2,72 CHF | 2,75 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 63 011 CHF | 63 701 CHF | 99,84% | 99,84% |
12/11/2024 | 0,96% | 2,88 CHF | 2,91 CHF | 20 500 | 20 500 | 20 438 | 20 438 | 63 516 CHF | 64 129 CHF | 99,88% | 99,88% |
11/11/2024 | 0,92% | 3,37 CHF | 3,40 CHF | 21 600 | 21 600 | 22 492 | 22 492 | 72 786 CHF | 73 460 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 2,96 CHF | 2,99 CHF | 19 400 | 19 400 | 19 397 | 19 397 | 58 400 CHF | 58 982 CHF | 98,30% | 98,30% |
07/11/2024 | 0,82% | 3,57 CHF | 3,60 CHF | 18 300 | 18 300 | 18 300 | 18 300 | 66 645 CHF | 67 194 CHF | 100,00% | 100,00% |