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 | 1,79% | 1,08 CHF | 1,09 CHF | 17 140 | 17 140 | 11 517 | 11 517 | 12 301 CHF | 12 505 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 1,08 CHF | 1,09 CHF | 17 250 | 17 250 | 11 474 | 11 474 | 12 412 CHF | 12 616 CHF | 98,38% | 98,38% |
18/11/2024 | 1,66% | 1,14 CHF | 1,15 CHF | 16 980 | 16 980 | 11 311 | 11 311 | 12 955 CHF | 13 155 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 1,12 CHF | 1,13 CHF | 17 050 | 17 050 | 11 001 | 11 001 | 13 528 CHF | 13 728 CHF | 71,75% | 71,75% |
14/11/2024 | 1,55% | 1,24 CHF | 1,25 CHF | 16 540 | 16 540 | 11 040 | 11 040 | 13 681 CHF | 13 877 CHF | 99,79% | 99,79% |
13/11/2024 | 1,45% | 1,28 CHF | 1,29 CHF | 16 410 | 16 410 | 10 896 | 10 896 | 14 325 CHF | 14 517 CHF | 99,90% | 99,90% |
12/11/2024 | 1,46% | 1,28 CHF | 1,29 CHF | 16 430 | 16 430 | 10 880 | 10 880 | 14 296 CHF | 14 489 CHF | 99,51% | 99,51% |
11/11/2024 | 1,30% | 1,44 CHF | 1,45 CHF | 15 840 | 15 840 | 10 515 | 10 515 | 15 491 CHF | 15 678 CHF | 99,76% | 99,76% |
08/11/2024 | 1,31% | 1,38 CHF | 1,39 CHF | 16 210 | 16 210 | 10 648 | 10 648 | 15 434 CHF | 15 623 CHF | 99,50% | 99,50% |
07/11/2024 | 1,21% | 1,62 CHF | 1,63 CHF | 15 370 | 15 370 | 10 334 | 10 334 | 16 499 CHF | 16 682 CHF | 99,91% | 99,91% |