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 | 0,70% | 1,38 CHF | 1,39 CHF | 79 700 | 79 700 | 35 796 | 35 796 | 52 520 CHF | 52 879 CHF | 99,90% | 99,90% |
19/11/2024 | 0,72% | 1,51 CHF | 1,52 CHF | 88 100 | 88 100 | 39 092 | 39 092 | 56 920 CHF | 57 312 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 97 800 | 97 800 | 42 336 | 42 336 | 53 965 CHF | 54 389 CHF | 99,63% | 99,63% |
15/11/2024 | 1,09% | 1,50 CHF | 1,51 CHF | 52 400 | 52 400 | 17 292 | 17 292 | 31 023 CHF | 31 289 CHF | 98,89% | 98,89% |
14/11/2024 | 2,08% | 1,95 CHF | 1,96 CHF | 70 000 | 70 000 | 31 336 | 31 336 | 57 910 CHF | 58 264 CHF | 47,77% | 94,45% |
13/11/2024 | - | 9,31 CHF | - CHF | 12 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 10,31 CHF | - CHF | 12 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 10,42 CHF | - CHF | 10 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 11,49 CHF | - CHF | 10 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 11,19 CHF | - CHF | 10 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |