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 | 1,61% | 3,13 CHF | 3,18 CHF | 18 800 | 18 800 | 18 800 | 18 800 | 58 028 CHF | 58 968 CHF | 99,45% | 99,45% |
19/11/2024 | 1,90% | 2,89 CHF | 2,94 CHF | 18 800 | 18 800 | 17 334 | 17 334 | 52 085 CHF | 53 082 CHF | 98,78% | 98,78% |
18/11/2024 | 2,04% | 2,97 CHF | 3,03 CHF | 16 900 | 16 900 | 15 152 | 15 152 | 49 628 CHF | 50 648 CHF | 98,78% | 98,78% |
15/11/2024 | 1,92% | 3,70 CHF | 3,77 CHF | 14 600 | 14 600 | 13 537 | 13 537 | 48 787 CHF | 49 734 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 4,03 CHF | 4,10 CHF | 13 200 | 13 200 | 14 597 | 14 597 | 59 617 CHF | 60 522 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 3,87 CHF | 3,93 CHF | 15 000 | 15 000 | 15 994 | 15 994 | 59 178 CHF | 60 138 CHF | 100,00% | 100,00% |
12/11/2024 | 1,47% | 3,78 CHF | 3,84 CHF | 16 300 | 16 300 | 18 193 | 18 193 | 63 764 CHF | 64 708 CHF | 99,81% | 99,81% |
11/11/2024 | 1,71% | 3,22 CHF | 3,27 CHF | 18 700 | 18 700 | 20 595 | 20 595 | 59 871 CHF | 60 900 CHF | 99,74% | 99,74% |
08/11/2024 | 1,81% | 2,94 CHF | 2,99 CHF | 21 200 | 21 200 | 21 353 | 21 353 | 58 422 CHF | 59 489 CHF | 100,00% | 100,00% |
07/11/2024 | 1,82% | 2,50 CHF | 2,55 CHF | 21 400 | 21 400 | 19 187 | 19 187 | 52 313 CHF | 53 272 CHF | 99,96% | 99,96% |