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% | 37,17 CHF | 37,54 CHF | 10 000 | 5 098 | 10 000 | 6 954 | 374 360 CHF | 263 225 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 37,07 CHF | 37,44 CHF | 9 900 | 4 060 | 9 996 | 5 963 | 371 146 CHF | 223 707 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 37,42 CHF | 37,80 CHF | 10 000 | 2 503 | 10 000 | 8 512 | 375 545 CHF | 322 919 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 37,70 CHF | 38,08 CHF | 9 936 | 7 520 | 9 957 | 8 304 | 374 853 CHF | 315 786 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 38,11 CHF | 38,49 CHF | 10 000 | 4 857 | 10 000 | 9 080 | 382 452 CHF | 350 744 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 38,05 CHF | 38,43 CHF | 9 900 | 7 274 | 9 900 | 9 252 | 372 231 CHF | 351 299 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 37,61 CHF | 37,99 CHF | 10 000 | 8 402 | 10 000 | 7 968 | 379 477 CHF | 305 663 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 38,00 CHF | 38,38 CHF | 10 000 | 5 531 | 9 473 | 7 076 | 358 328 CHF | 270 332 CHF | 92,98% | 100,00% |
08/11/2024 | 1,00% | 37,36 CHF | 37,74 CHF | 9 800 | 7 222 | 9 878 | 7 840 | 364 812 CHF | 292 434 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 36,91 CHF | 37,28 CHF | 10 000 | 6 657 | 10 000 | 7 998 | 370 333 CHF | 299 175 CHF | 100,00% | 100,00% |