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 | 2,00% | 0,81 CHF | 0,82 CHF | 53 300 | 53 300 | 23 546 | 23 546 | 18 506 CHF | 18 812 CHF | 99,37% | 99,37% |
19/11/2024 | 1,92% | 0,81 CHF | 0,82 CHF | 48 900 | 48 900 | 21 698 | 21 698 | 17 549 CHF | 17 832 CHF | 99,98% | 99,98% |
18/11/2024 | 2,05% | 0,96 CHF | 0,97 CHF | 32 300 | 32 300 | 13 732 | 13 732 | 14 692 CHF | 14 938 CHF | 99,79% | 99,79% |
15/11/2024 | 1,84% | 1,27 CHF | 1,28 CHF | 32 000 | 32 000 | 14 448 | 14 448 | 18 369 CHF | 18 629 CHF | 99,90% | 99,90% |
14/11/2024 | 1,61% | 1,19 CHF | 1,20 CHF | 36 600 | 36 600 | 16 199 | 16 199 | 18 566 CHF | 18 809 CHF | 98,55% | 98,55% |
13/11/2024 | 1,69% | 0,94 CHF | 0,95 CHF | 37 600 | 37 600 | 17 113 | 17 113 | 17 358 CHF | 17 618 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 1,13 CHF | 1,14 CHF | 30 800 | 30 800 | 13 866 | 13 866 | 16 906 CHF | 17 161 CHF | 98,79% | 98,79% |
11/11/2024 | 1,67% | 1,36 CHF | 1,37 CHF | 15 300 | 15 300 | 7 111 | 7 111 | 13 598 CHF | 13 788 CHF | 99,24% | 99,24% |
08/11/2024 | 2,38% | 2,69 CHF | 2,70 CHF | 18 400 | 18 400 | 5 995 | 5 995 | 16 271 CHF | 16 452 CHF | 96,65% | 96,65% |
07/11/2024 | - | 2,11 CHF | - CHF | 19 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,43% |