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 | 1,76% | 2,73 CHF | 2,78 CHF | 24 100 | 24 100 | 24 253 | 24 253 | 68 533 CHF | 69 745 CHF | 99,45% | 99,45% |
19/11/2024 | 1,56% | 2,89 CHF | 2,94 CHF | 24 300 | 24 300 | 26 381 | 26 381 | 70 868 CHF | 71 979 CHF | 98,78% | 98,78% |
18/11/2024 | 1,68% | 2,58 CHF | 2,62 CHF | 27 000 | 27 000 | 29 459 | 29 459 | 69 513 CHF | 70 691 CHF | 98,78% | 98,78% |
15/11/2024 | 1,82% | 2,20 CHF | 2,24 CHF | 30 200 | 30 200 | 32 248 | 32 248 | 70 221 CHF | 71 511 CHF | 100,00% | 100,00% |
14/11/2024 | 2,04% | 1,93 CHF | 1,97 CHF | 32 900 | 32 900 | 30 961 | 30 961 | 60 046 CHF | 61 284 CHF | 100,00% | 100,00% |
13/11/2024 | 1,89% | 2,04 CHF | 2,08 CHF | 30 400 | 30 400 | 28 871 | 28 871 | 60 479 CHF | 61 634 CHF | 100,00% | 100,00% |
12/11/2024 | 2,13% | 2,07 CHF | 2,11 CHF | 28 400 | 28 400 | 26 745 | 26 745 | 59 276 CHF | 60 553 CHF | 99,82% | 99,82% |
11/11/2024 | 1,99% | 2,44 CHF | 2,49 CHF | 26 300 | 26 300 | 24 935 | 24 935 | 62 125 CHF | 63 372 CHF | 99,74% | 99,74% |
08/11/2024 | 1,88% | 2,51 CHF | 2,56 CHF | 24 500 | 24 500 | 23 426 | 23 426 | 61 864 CHF | 63 035 CHF | 99,94% | 99,94% |
07/11/2024 | 1,67% | 2,97 CHF | 3,02 CHF | 23 100 | 23 100 | 22 794 | 22 794 | 67 871 CHF | 69 010 CHF | 99,69% | 99,69% |