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 | 1,31% | 19,79 CHF | 19,87 CHF | 2 000 | 2 000 | 883 | 883 | 17 880 CHF | 18 055 CHF | 99,00% | 99,00% |
19/11/2024 | 1,31% | 19,78 CHF | 19,86 CHF | 2 100 | 2 100 | 985 | 985 | 19 420 CHF | 19 612 CHF | 97,13% | 97,13% |
18/11/2024 | 1,27% | 17,89 CHF | 17,95 CHF | 2 600 | 2 600 | 1 112 | 1 112 | 18 309 CHF | 18 472 CHF | 99,74% | 99,74% |
15/11/2024 | 1,33% | 14,10 CHF | 14,16 CHF | 2 700 | 2 700 | 1 242 | 1 242 | 17 448 CHF | 17 622 CHF | 99,72% | 99,72% |
14/11/2024 | 1,30% | 15,22 CHF | 15,29 CHF | 2 500 | 2 500 | 1 155 | 1 155 | 18 289 CHF | 18 477 CHF | 98,04% | 98,04% |
13/11/2024 | 1,35% | 19,12 CHF | 19,19 CHF | 2 300 | 2 300 | 1 055 | 1 055 | 18 712 CHF | 18 890 CHF | 97,91% | 97,91% |
12/11/2024 | 1,35% | 16,36 CHF | 16,42 CHF | 2 700 | 2 700 | 1 232 | 1 232 | 18 735 CHF | 18 911 CHF | 96,44% | 96,44% |
11/11/2024 | 1,28% | 14,36 CHF | 14,41 CHF | 3 700 | 3 700 | 1 750 | 1 750 | 20 873 CHF | 21 061 CHF | 98,52% | 98,52% |
08/11/2024 | 2,77% | 8,55 CHF | 8,59 CHF | 4 100 | 4 100 | 1 378 | 1 378 | 11 494 CHF | 11 671 CHF | 95,92% | 95,92% |
07/11/2024 | - | 11,32 CHF | - CHF | 3 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,16% |