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 | 2,84% | 0,76 CHF | 0,77 CHF | 35 580 | 35 580 | 24 093 | 24 093 | 16 668 CHF | 17 096 CHF | 99,99% | 99,99% |
19/11/2024 | 3,43% | 0,54 CHF | 0,55 CHF | 37 000 | 37 000 | 24 720 | 24 720 | 13 504 CHF | 13 941 CHF | 98,97% | 98,97% |
18/11/2024 | 2,71% | 0,53 CHF | 0,54 CHF | 37 020 | 37 020 | 24 219 | 24 219 | 16 142 CHF | 16 569 CHF | 99,94% | 99,94% |
15/11/2024 | 1,88% | 0,82 CHF | 0,83 CHF | 35 350 | 35 350 | 22 881 | 22 881 | 22 905 CHF | 23 321 CHF | 71,73% | 71,73% |
14/11/2024 | 1,42% | 1,26 CHF | 1,27 CHF | 33 250 | 33 250 | 21 973 | 21 973 | 29 083 CHF | 29 470 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 1,43 CHF | 1,44 CHF | 32 460 | 32 460 | 21 854 | 21 854 | 30 697 CHF | 31 084 CHF | 99,88% | 99,88% |
12/11/2024 | 1,31% | 1,37 CHF | 1,38 CHF | 32 810 | 32 810 | 21 735 | 21 735 | 31 410 CHF | 31 794 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 1,58 CHF | 1,59 CHF | 31 980 | 31 980 | 21 639 | 21 639 | 32 578 CHF | 32 961 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 1,46 CHF | 1,47 CHF | 32 780 | 32 780 | 22 543 | 22 543 | 28 832 CHF | 29 232 CHF | 100,00% | 100,00% |
07/11/2024 | 1,83% | 1,14 CHF | 1,15 CHF | 34 470 | 34 470 | 23 307 | 23 307 | 24 746 CHF | 25 159 CHF | 100,00% | 100,00% |