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 | 1,45% | 1,33 CHF | 1,34 CHF | 17 150 | 17 150 | 11 517 | 11 517 | 15 216 CHF | 15 420 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 1,33 CHF | 1,34 CHF | 17 250 | 17 250 | 11 474 | 11 474 | 15 291 CHF | 15 495 CHF | 98,37% | 98,37% |
18/11/2024 | 1,37% | 1,39 CHF | 1,40 CHF | 16 980 | 16 980 | 11 309 | 11 309 | 15 806 CHF | 16 006 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 1,37 CHF | 1,38 CHF | 17 060 | 17 060 | 11 000 | 11 000 | 16 308 CHF | 16 508 CHF | 71,88% | 71,88% |
14/11/2024 | 1,29% | 1,49 CHF | 1,50 CHF | 16 550 | 16 550 | 11 041 | 11 041 | 16 470 CHF | 16 665 CHF | 99,80% | 99,80% |
13/11/2024 | 1,22% | 1,53 CHF | 1,54 CHF | 16 410 | 16 410 | 10 897 | 10 897 | 17 066 CHF | 17 258 CHF | 99,90% | 99,90% |
12/11/2024 | 1,22% | 1,53 CHF | 1,54 CHF | 16 430 | 16 430 | 10 879 | 10 879 | 17 022 CHF | 17 214 CHF | 99,51% | 99,51% |
11/11/2024 | 1,11% | 1,69 CHF | 1,70 CHF | 15 840 | 15 840 | 10 515 | 10 515 | 18 119 CHF | 18 305 CHF | 99,77% | 99,77% |
08/11/2024 | 1,12% | 1,63 CHF | 1,64 CHF | 16 200 | 16 200 | 10 648 | 10 648 | 18 074 CHF | 18 262 CHF | 99,50% | 99,50% |
07/11/2024 | 1,05% | 1,87 CHF | 1,88 CHF | 15 380 | 15 380 | 10 334 | 10 334 | 19 063 CHF | 19 246 CHF | 99,92% | 99,92% |