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 | 2,64% | 2,18 CHF | 2,19 CHF | 37 800 | 37 800 | 14 813 | 14 813 | 34 202 CHF | 34 799 CHF | 99,82% | 99,82% |
19/11/2024 | 3,01% | 2,89 CHF | 2,91 CHF | 28 800 | 28 800 | 7 928 | 7 928 | 23 908 CHF | 24 173 CHF | 99,92% | 99,92% |
18/11/2024 | 1,74% | 3,13 CHF | 3,14 CHF | 34 600 | 34 600 | 12 769 | 12 769 | 35 925 CHF | 36 287 CHF | 99,89% | 99,89% |
15/11/2024 | 1,86% | 2,99 CHF | 3,01 CHF | 28 700 | 28 700 | 10 839 | 10 839 | 32 501 CHF | 32 931 CHF | 99,52% | 99,52% |
14/11/2024 | 1,71% | 3,23 CHF | 3,25 CHF | 29 000 | 29 000 | 11 458 | 11 458 | 37 491 CHF | 37 956 CHF | 100,00% | 100,00% |
13/11/2024 | 1,70% | 3,45 CHF | 3,47 CHF | 22 000 | 22 000 | 8 204 | 8 204 | 31 905 CHF | 32 283 CHF | 100,00% | 100,00% |
12/11/2024 | 1,98% | 4,31 CHF | 4,33 CHF | 19 100 | 19 100 | 4 658 | 4 658 | 21 158 CHF | 21 397 CHF | 99,95% | 99,95% |
11/11/2024 | 1,99% | 5,27 CHF | 5,29 CHF | 15 800 | 15 800 | 4 356 | 4 356 | 23 949 CHF | 24 135 CHF | 99,87% | 99,87% |
08/11/2024 | 1,68% | 5,67 CHF | 5,69 CHF | 17 200 | 17 200 | 6 949 | 6 949 | 36 839 CHF | 37 239 CHF | 100,00% | 100,00% |
07/11/2024 | 1,57% | 5,27 CHF | 5,29 CHF | 19 200 | 19 200 | 7 506 | 7 506 | 38 229 CHF | 38 626 CHF | 99,87% | 99,87% |