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 | 1,58% | 1,87 CHF | 1,88 CHF | 20 100 | 20 100 | 8 886 | 8 886 | 17 042 CHF | 17 247 CHF | 99,34% | 99,34% |
19/11/2024 | 1,67% | 1,87 CHF | 1,88 CHF | 21 300 | 21 300 | 9 513 | 9 513 | 17 752 CHF | 17 972 CHF | 98,70% | 98,70% |
18/11/2024 | 1,57% | 1,69 CHF | 1,70 CHF | 26 500 | 26 500 | 11 259 | 11 259 | 17 544 CHF | 17 747 CHF | 99,78% | 99,78% |
15/11/2024 | 1,73% | 1,33 CHF | 1,34 CHF | 28 400 | 28 400 | 12 841 | 12 841 | 17 062 CHF | 17 293 CHF | 99,90% | 99,90% |
14/11/2024 | 1,50% | 1,44 CHF | 1,45 CHF | 26 000 | 26 000 | 11 520 | 11 520 | 17 243 CHF | 17 450 CHF | 98,42% | 98,42% |
13/11/2024 | 1,47% | 1,81 CHF | 1,82 CHF | 23 400 | 23 400 | 10 621 | 10 621 | 17 841 CHF | 18 035 CHF | 99,63% | 99,63% |
12/11/2024 | 1,75% | 1,55 CHF | 1,56 CHF | 27 800 | 27 800 | 12 523 | 12 523 | 17 998 CHF | 18 228 CHF | 98,68% | 98,68% |
11/11/2024 | 1,75% | 1,36 CHF | 1,37 CHF | 38 600 | 38 600 | 17 851 | 17 851 | 20 186 CHF | 20 459 CHF | 99,88% | 99,88% |
08/11/2024 | 3,65% | 0,80 CHF | 0,81 CHF | 42 800 | 42 800 | 14 116 | 14 116 | 11 077 CHF | 11 337 CHF | 98,42% | 98,42% |
07/11/2024 | - | 1,07 CHF | - CHF | 35 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |