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 | 1,54% | 5,79 CHF | 5,87 CHF | 9 800 | 9 800 | 9 647 | 9 647 | 49 903 CHF | 50 675 CHF | 100,00% | 100,00% |
19/11/2024 | 1,57% | 4,91 CHF | 4,99 CHF | 9 900 | 9 900 | 9 938 | 9 938 | 50 333 CHF | 51 128 CHF | 99,84% | 99,84% |
18/11/2024 | 1,41% | 4,73 CHF | 4,80 CHF | 11 000 | 11 000 | 10 983 | 10 983 | 54 131 CHF | 54 900 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 4,26 CHF | 4,32 CHF | 14 600 | 14 600 | 14 376 | 14 376 | 54 831 CHF | 55 694 CHF | 100,00% | 100,00% |
14/11/2024 | 2,11% | 3,24 CHF | 3,31 CHF | 11 800 | 11 800 | 11 834 | 11 834 | 38 949 CHF | 39 778 CHF | 100,00% | 100,00% |
13/11/2024 | 1,54% | 3,92 CHF | 3,98 CHF | 13 700 | 13 700 | 13 649 | 13 649 | 52 680 CHF | 53 499 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 3,52 CHF | 3,58 CHF | 14 800 | 14 800 | 14 607 | 14 607 | 47 800 CHF | 48 676 CHF | 99,86% | 99,86% |
11/11/2024 | 2,00% | 3,06 CHF | 3,12 CHF | 13 300 | 13 300 | 13 311 | 13 311 | 39 535 CHF | 40 333 CHF | 100,00% | 100,00% |
08/11/2024 | 1,76% | 3,27 CHF | 3,33 CHF | 13 000 | 13 000 | 13 016 | 13 016 | 43 940 CHF | 44 721 CHF | 98,88% | 98,88% |
07/11/2024 | 2,11% | 3,28 CHF | 3,35 CHF | 11 700 | 11 700 | 11 711 | 11 711 | 38 569 CHF | 39 388 CHF | 100,00% | 100,00% |