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 | 2,26% | 0,47 CHF | 0,49 CHF | 26 200 | 26 200 | 171 300 | 171 300 | 76 917 CHF | 78 638 CHF | 98,90% | 98,90% |
19/11/2024 | 2,87% | 0,41 CHF | 0,43 CHF | 31 400 | 31 400 | 209 240 | 209 240 | 73 830 CHF | 75 932 CHF | 98,73% | 98,73% |
18/11/2024 | 2,90% | 0,34 CHF | 0,36 CHF | 31 000 | 31 000 | 197 584 | 197 584 | 69 386 CHF | 71 372 CHF | 98,94% | 98,94% |
15/11/2024 | 2,38% | 0,39 CHF | 0,42 CHF | 18 400 | 18 400 | 116 527 | 116 527 | 52 546 CHF | 53 723 CHF | 98,94% | 98,94% |
14/11/2024 | 1,60% | 0,64 CHF | 0,67 CHF | 16 600 | 16 600 | 107 631 | 107 631 | 70 874 CHF | 71 961 CHF | 98,85% | 98,85% |
13/11/2024 | 1,67% | 0,68 CHF | 0,71 CHF | 17 700 | 17 700 | 114 638 | 114 638 | 72 009 CHF | 73 166 CHF | 98,87% | 98,87% |
12/11/2024 | 1,65% | 0,60 CHF | 0,63 CHF | 13 600 | 13 600 | 87 815 | 87 815 | 56 340 CHF | 57 226 CHF | 98,75% | 98,75% |
11/11/2024 | 1,35% | 0,83 CHF | 0,86 CHF | 16 700 | 16 700 | 107 859 | 107 859 | 84 153 CHF | 85 242 CHF | 98,90% | 98,90% |
08/11/2024 | 1,60% | 0,66 CHF | 0,68 CHF | 19 500 | 19 500 | 127 331 | 127 331 | 81 396 CHF | 82 676 CHF | 97,79% | 97,79% |
07/11/2024 | 1,77% | 0,59 CHF | 0,62 CHF | 16 100 | 16 100 | 103 937 | 103 937 | 62 358 CHF | 63 407 CHF | 98,90% | 98,90% |