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 | 1,44% | 2,45 CHF | 2,46 CHF | 29 800 | 29 800 | 9 889 | 9 889 | 23 110 CHF | 23 301 CHF | 99,89% | 99,89% |
19/11/2024 | 1,98% | 2,18 CHF | 2,19 CHF | 25 900 | 25 900 | 7 511 | 7 511 | 16 786 CHF | 16 945 CHF | 100,00% | 100,00% |
18/11/2024 | 1,95% | 2,47 CHF | 2,48 CHF | 24 400 | 24 400 | 7 443 | 7 443 | 17 889 CHF | 18 010 CHF | 88,25% | 99,60% |
15/11/2024 | 1,52% | 2,59 CHF | 2,60 CHF | 24 100 | 24 100 | 8 408 | 8 408 | 21 615 CHF | 21 812 CHF | 98,94% | 98,94% |
14/11/2024 | 1,50% | 2,83 CHF | 2,84 CHF | 20 200 | 20 200 | 6 948 | 6 948 | 20 710 CHF | 20 897 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 3,22 CHF | 3,23 CHF | 17 900 | 17 900 | 6 163 | 6 163 | 20 284 CHF | 20 450 CHF | 100,00% | 100,00% |
12/11/2024 | 1,53% | 3,66 CHF | 3,67 CHF | 15 500 | 15 500 | 4 936 | 4 936 | 18 271 CHF | 18 400 CHF | 96,78% | 99,91% |
11/11/2024 | 1,27% | 4,08 CHF | 4,09 CHF | 17 100 | 17 100 | 5 914 | 5 914 | 23 059 CHF | 23 220 CHF | 99,89% | 99,89% |
08/11/2024 | 1,48% | 3,53 CHF | 3,54 CHF | 19 300 | 19 300 | 6 788 | 6 788 | 22 729 CHF | 22 915 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 3,02 CHF | 3,03 CHF | 21 800 | 21 800 | 7 560 | 7 560 | 22 173 CHF | 22 350 CHF | 99,90% | 99,90% |