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 | 2,31% | 0,84 CHF | 0,85 CHF | 17 140 | 17 140 | 11 514 | 11 514 | 9 524 CHF | 9 728 CHF | 100,00% | 100,00% |
19/11/2024 | 2,27% | 0,84 CHF | 0,85 CHF | 17 250 | 17 250 | 11 474 | 11 474 | 9 649 CHF | 9 852 CHF | 98,36% | 98,36% |
18/11/2024 | 2,10% | 0,90 CHF | 0,91 CHF | 16 970 | 16 970 | 11 311 | 11 311 | 10 226 CHF | 10 426 CHF | 100,00% | 100,00% |
15/11/2024 | 1,94% | 0,87 CHF | 0,88 CHF | 17 050 | 17 050 | 11 001 | 11 001 | 10 867 CHF | 11 067 CHF | 71,75% | 71,75% |
14/11/2024 | 1,92% | 1,00 CHF | 1,01 CHF | 16 540 | 16 540 | 11 041 | 11 041 | 11 014 CHF | 11 210 CHF | 99,79% | 99,79% |
13/11/2024 | 1,76% | 1,03 CHF | 1,04 CHF | 16 400 | 16 400 | 10 897 | 10 897 | 11 710 CHF | 11 902 CHF | 99,90% | 99,90% |
12/11/2024 | 1,78% | 1,04 CHF | 1,05 CHF | 16 430 | 16 430 | 10 880 | 10 880 | 11 688 CHF | 11 881 CHF | 99,50% | 99,50% |
11/11/2024 | 1,55% | 1,20 CHF | 1,21 CHF | 15 840 | 15 840 | 10 515 | 10 515 | 12 981 CHF | 13 167 CHF | 99,76% | 99,76% |
08/11/2024 | 1,57% | 1,14 CHF | 1,15 CHF | 16 200 | 16 200 | 10 647 | 10 647 | 12 911 CHF | 13 100 CHF | 99,50% | 99,50% |
07/11/2024 | 1,42% | 1,39 CHF | 1,40 CHF | 15 380 | 15 380 | 10 333 | 10 333 | 14 045 CHF | 14 228 CHF | 99,92% | 99,92% |