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 | 0,85% | 1,17 CHF | 1,18 CHF | 29 110 | 29 110 | 28 860 | 28 860 | 33 987 CHF | 34 276 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 29 140 | 29 140 | 28 906 | 28 906 | 33 718 CHF | 34 008 CHF | 98,72% | 98,72% |
18/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 29 160 | 29 160 | 28 946 | 28 946 | 34 030 CHF | 34 319 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 29 050 | 29 050 | 29 038 | 29 038 | 35 334 CHF | 35 625 CHF | 71,64% | 71,64% |
14/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 28 740 | 28 740 | 28 554 | 28 554 | 35 534 CHF | 35 820 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 28 880 | 28 880 | 28 701 | 28 701 | 35 084 CHF | 35 372 CHF | 99,72% | 99,72% |
12/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 28 780 | 28 780 | 28 433 | 28 433 | 35 894 CHF | 36 179 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 28 550 | 28 550 | 28 288 | 28 288 | 36 600 CHF | 36 883 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 28 660 | 28 660 | 28 381 | 28 381 | 36 578 CHF | 36 862 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 28 770 | 28 770 | 28 369 | 28 344 | 37 141 CHF | 37 392 CHF | 100,00% | 100,00% |