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 | 1,66% | 2,10 CHF | 2,12 CHF | 7 610 | 7 610 | 5 051 | 5 051 | 11 118 CHF | 11 292 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 2,15 CHF | 2,17 CHF | 7 690 | 7 690 | 5 130 | 5 130 | 11 075 CHF | 11 251 CHF | 99,97% | 99,97% |
18/11/2024 | 1,45% | 2,27 CHF | 2,29 CHF | 8 230 | 8 230 | 5 592 | 5 592 | 11 900 CHF | 12 061 CHF | 99,97% | 99,97% |
15/11/2024 | 1,74% | 2,02 CHF | 2,04 CHF | 7 720 | 7 720 | 5 095 | 5 095 | 10 806 CHF | 10 985 CHF | 72,05% | 72,05% |
14/11/2024 | 1,58% | 2,27 CHF | 2,29 CHF | 7 450 | 7 450 | 4 934 | 4 934 | 11 526 CHF | 11 695 CHF | 100,00% | 100,00% |
13/11/2024 | 1,52% | 2,44 CHF | 2,46 CHF | 6 640 | 6 640 | 4 420 | 4 420 | 11 120 CHF | 11 276 CHF | 99,67% | 99,67% |
12/11/2024 | 1,68% | 2,60 CHF | 2,62 CHF | 6 040 | 6 040 | 3 996 | 3 996 | 10 877 CHF | 11 046 CHF | 100,00% | 100,00% |
11/11/2024 | 1,62% | 2,82 CHF | 2,84 CHF | 5 860 | 5 860 | 3 914 | 3 914 | 11 087 CHF | 11 252 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 3,00 CHF | 3,02 CHF | 5 590 | 5 590 | 3 744 | 3 744 | 11 223 CHF | 11 381 CHF | 100,00% | 100,00% |
07/11/2024 | 1,38% | 2,92 CHF | 2,94 CHF | 6 190 | 6 190 | 4 175 | 4 175 | 11 757 CHF | 11 905 CHF | 99,98% | 99,98% |