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 | 3,89% | 20,99 CHF | 21,78 CHF | 5 676 | 1 000 | 5 631 | 1 000 | 111 865 CHF | 20 650 CHF | 99,37% | 99,37% |
19/11/2024 | 3,42% | 19,08 CHF | 19,78 CHF | 6 341 | 2 000 | 6 400 | 2 000 | 129 565 CHF | 41 892 CHF | 83,38% | 83,38% |
18/11/2024 | 3,95% | 17,33 CHF | 18,03 CHF | 6 381 | 2 000 | 6 386 | 2 000 | 110 232 CHF | 35 909 CHF | 100,00% | 100,00% |
15/11/2024 | 4,34% | 16,99 CHF | 17,72 CHF | 6 037 | 2 000 | 6 017 | 2 000 | 99 093 CHF | 34 394 CHF | 99,99% | 99,99% |
14/11/2024 | 4,06% | 17,76 CHF | 18,54 CHF | 5 654 | 1 000 | 5 701 | 1 000 | 107 425 CHF | 19 613 CHF | 99,52% | 99,52% |
13/11/2024 | 3,62% | 18,75 CHF | 19,42 CHF | 6 692 | 2 000 | 6 670 | 1 975 | 123 433 CHF | 37 884 CHF | 99,32% | 99,32% |
12/11/2024 | 3,14% | 17,48 CHF | 18,02 CHF | 8 641 | 2 000 | 8 572 | 2 000 | 143 091 CHF | 34 445 CHF | 100,00% | 100,00% |
11/11/2024 | 4,59% | 12,36 CHF | 12,93 CHF | 7 679 | 2 000 | 7 651 | 2 000 | 92 255 CHF | 25 246 CHF | 100,00% | 100,00% |
08/11/2024 | 3,50% | 13,61 CHF | 14,07 CHF | 9 694 | 2 500 | 9 608 | 2 500 | 124 628 CHF | 33 579 CHF | 100,00% | 100,00% |
07/11/2024 | 4,64% | 10,71 CHF | 11,20 CHF | 8 780 | 2 500 | 8 774 | 2 500 | 90 845 CHF | 27 099 CHF | 91,77% | 91,77% |