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 | 1,84% | 1,12 CHF | 1,13 CHF | 35 550 | 35 550 | 24 093 | 24 093 | 25 496 CHF | 25 924 CHF | 99,99% | 99,99% |
19/11/2024 | 2,08% | 0,91 CHF | 0,92 CHF | 37 020 | 37 020 | 24 719 | 24 719 | 22 533 CHF | 22 969 CHF | 98,96% | 98,96% |
18/11/2024 | 1,78% | 0,90 CHF | 0,91 CHF | 37 040 | 37 040 | 24 220 | 24 220 | 25 028 CHF | 25 455 CHF | 99,94% | 99,94% |
15/11/2024 | 1,39% | 1,19 CHF | 1,20 CHF | 35 350 | 35 350 | 22 875 | 22 875 | 31 295 CHF | 31 711 CHF | 71,68% | 71,68% |
14/11/2024 | 1,12% | 1,62 CHF | 1,63 CHF | 33 250 | 33 250 | 21 974 | 21 974 | 37 164 CHF | 37 552 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 1,80 CHF | 1,81 CHF | 32 440 | 32 440 | 21 854 | 21 854 | 38 665 CHF | 39 051 CHF | 99,89% | 99,89% |
12/11/2024 | 1,05% | 1,74 CHF | 1,75 CHF | 32 790 | 32 790 | 21 738 | 21 738 | 39 351 CHF | 39 735 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 1,94 CHF | 1,95 CHF | 32 000 | 32 000 | 21 638 | 21 638 | 40 448 CHF | 40 831 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 1,82 CHF | 1,83 CHF | 32 790 | 32 790 | 22 544 | 22 544 | 36 956 CHF | 37 356 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 1,50 CHF | 1,51 CHF | 34 470 | 34 470 | 23 309 | 23 309 | 33 169 CHF | 33 581 CHF | 100,00% | 100,00% |