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 | 2,23% | 0,94 CHF | 0,95 CHF | 35 530 | 35 530 | 24 093 | 24 093 | 21 086 CHF | 21 514 CHF | 99,99% | 99,99% |
19/11/2024 | 2,58% | 0,73 CHF | 0,74 CHF | 37 000 | 37 000 | 24 719 | 24 719 | 18 025 CHF | 18 461 CHF | 98,98% | 98,98% |
18/11/2024 | 2,15% | 0,72 CHF | 0,73 CHF | 37 020 | 37 020 | 24 220 | 24 220 | 20 581 CHF | 21 007 CHF | 99,94% | 99,94% |
15/11/2024 | 1,60% | 1,01 CHF | 1,02 CHF | 35 320 | 35 320 | 22 884 | 22 884 | 27 125 CHF | 27 541 CHF | 71,73% | 71,73% |
14/11/2024 | 1,25% | 1,44 CHF | 1,45 CHF | 33 240 | 33 240 | 21 974 | 21 974 | 33 126 CHF | 33 514 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,61 CHF | 1,62 CHF | 32 460 | 32 460 | 21 852 | 21 852 | 34 678 CHF | 35 065 CHF | 99,89% | 99,89% |
12/11/2024 | 1,17% | 1,56 CHF | 1,57 CHF | 32 810 | 32 810 | 21 736 | 21 736 | 35 373 CHF | 35 757 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 1,76 CHF | 1,77 CHF | 31 990 | 31 990 | 21 639 | 21 639 | 36 508 CHF | 36 892 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 1,64 CHF | 1,65 CHF | 32 790 | 32 790 | 22 544 | 22 544 | 32 894 CHF | 33 294 CHF | 100,00% | 100,00% |
07/11/2024 | 1,56% | 1,32 CHF | 1,33 CHF | 34 470 | 34 470 | 23 307 | 23 307 | 28 957 CHF | 29 370 CHF | 100,00% | 100,00% |