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 | 3,90% | 0,57 CHF | 0,58 CHF | 35 550 | 35 550 | 24 093 | 24 093 | 12 242 CHF | 12 669 CHF | 99,99% | 99,99% |
19/11/2024 | 5,09% | 0,36 CHF | 0,37 CHF | 37 030 | 37 030 | 24 718 | 24 718 | 8 974 CHF | 9 410 CHF | 98,97% | 98,97% |
18/11/2024 | 3,69% | 0,35 CHF | 0,36 CHF | 37 040 | 37 040 | 24 220 | 24 220 | 11 684 CHF | 12 111 CHF | 99,94% | 99,94% |
15/11/2024 | 2,28% | 0,64 CHF | 0,65 CHF | 35 350 | 35 350 | 22 880 | 22 880 | 18 700 CHF | 19 116 CHF | 71,72% | 71,72% |
14/11/2024 | 1,64% | 1,07 CHF | 1,08 CHF | 33 250 | 33 250 | 21 974 | 21 974 | 25 039 CHF | 25 426 CHF | 100,00% | 100,00% |
13/11/2024 | 1,58% | 1,25 CHF | 1,26 CHF | 32 440 | 32 440 | 21 854 | 21 854 | 26 691 CHF | 27 078 CHF | 99,87% | 99,87% |
12/11/2024 | 1,50% | 1,19 CHF | 1,20 CHF | 32 790 | 32 790 | 21 738 | 21 738 | 27 465 CHF | 27 849 CHF | 100,00% | 100,00% |
11/11/2024 | 1,46% | 1,39 CHF | 1,40 CHF | 32 010 | 32 010 | 21 637 | 21 637 | 28 645 CHF | 29 028 CHF | 100,00% | 100,00% |
08/11/2024 | 1,79% | 1,28 CHF | 1,29 CHF | 32 780 | 32 780 | 22 543 | 22 543 | 24 771 CHF | 25 171 CHF | 100,00% | 100,00% |
07/11/2024 | 2,20% | 0,96 CHF | 0,97 CHF | 34 470 | 34 470 | 23 309 | 23 309 | 20 540 CHF | 20 953 CHF | 100,00% | 100,00% |