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 | 1,33% | 0,74 CHF | 0,75 CHF | 29 110 | 29 110 | 28 864 | 28 864 | 21 704 CHF | 21 993 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 29 140 | 29 140 | 28 909 | 28 909 | 21 427 CHF | 21 716 CHF | 98,72% | 98,72% |
18/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 29 160 | 29 160 | 28 947 | 28 947 | 21 707 CHF | 21 997 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 29 060 | 29 060 | 29 024 | 29 024 | 22 940 CHF | 23 231 CHF | 71,64% | 71,64% |
14/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 28 710 | 28 710 | 28 554 | 28 554 | 23 376 CHF | 23 661 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 28 900 | 28 900 | 28 699 | 28 699 | 22 877 CHF | 23 165 CHF | 99,74% | 99,74% |
12/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 28 780 | 28 780 | 28 433 | 28 433 | 23 803 CHF | 24 088 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 28 570 | 28 570 | 28 292 | 28 292 | 24 564 CHF | 24 847 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 28 660 | 28 660 | 28 383 | 28 383 | 24 508 CHF | 24 792 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 28 790 | 28 790 | 28 376 | 28 376 | 25 068 CHF | 25 352 CHF | 100,00% | 100,00% |