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 | 1,71% | 1,94 CHF | 1,96 CHF | 6 340 | 6 340 | 4 206 | 4 206 | 7 585 CHF | 7 705 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 1,87 CHF | 1,89 CHF | 6 200 | 6 200 | 4 137 | 4 137 | 7 635 CHF | 7 754 CHF | 99,97% | 99,97% |
18/11/2024 | 1,92% | 1,71 CHF | 1,73 CHF | 4 880 | 4 880 | 3 316 | 3 316 | 6 432 CHF | 6 550 CHF | 99,97% | 99,97% |
15/11/2024 | 1,56% | 2,17 CHF | 2,19 CHF | 6 060 | 6 060 | 3 993 | 3 993 | 8 078 CHF | 8 196 CHF | 72,11% | 72,11% |
14/11/2024 | 1,73% | 1,85 CHF | 1,87 CHF | 6 040 | 6 040 | 4 002 | 4 002 | 7 047 CHF | 7 162 CHF | 100,00% | 100,00% |
13/11/2024 | 1,70% | 1,69 CHF | 1,70 CHF | 7 240 | 7 240 | 4 820 | 4 820 | 7 709 CHF | 7 826 CHF | 99,66% | 99,66% |
12/11/2024 | 1,43% | 1,54 CHF | 1,55 CHF | 8 440 | 8 440 | 5 587 | 5 587 | 8 049 CHF | 8 153 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 1,37 CHF | 1,38 CHF | 8 550 | 8 550 | 5 719 | 5 719 | 7 745 CHF | 7 852 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 1,24 CHF | 1,25 CHF | 9 240 | 9 240 | 6 197 | 6 197 | 7 612 CHF | 7 721 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 1,32 CHF | 1,33 CHF | 7 300 | 7 300 | 4 927 | 4 927 | 6 876 CHF | 6 997 CHF | 99,98% | 99,98% |