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 | 4,55% | 0,38 CHF | 0,39 CHF | 27 550 | 27 550 | 18 284 | 18 284 | 7 447 CHF | 7 770 CHF | 100,00% | 100,00% |
19/11/2024 | 4,74% | 0,39 CHF | 0,40 CHF | 28 020 | 28 020 | 18 687 | 18 687 | 7 393 CHF | 7 723 CHF | 99,97% | 99,97% |
18/11/2024 | 5,00% | 0,43 CHF | 0,44 CHF | 31 530 | 31 530 | 21 437 | 21 437 | 8 265 CHF | 8 645 CHF | 99,97% | 99,97% |
15/11/2024 | 4,86% | 0,36 CHF | 0,37 CHF | 27 710 | 27 710 | 18 264 | 18 264 | 7 092 CHF | 7 423 CHF | 72,05% | 72,05% |
14/11/2024 | 4,20% | 0,43 CHF | 0,44 CHF | 26 490 | 26 490 | 17 575 | 17 575 | 7 870 CHF | 8 181 CHF | 100,00% | 100,00% |
13/11/2024 | 3,73% | 0,48 CHF | 0,49 CHF | 22 010 | 22 010 | 14 648 | 14 648 | 7 404 CHF | 7 663 CHF | 99,65% | 99,65% |
12/11/2024 | 3,29% | 0,53 CHF | 0,54 CHF | 18 880 | 18 880 | 12 495 | 12 495 | 7 151 CHF | 7 372 CHF | 100,00% | 100,00% |
11/11/2024 | 3,09% | 0,61 CHF | 0,62 CHF | 18 130 | 18 130 | 12 122 | 12 122 | 7 376 CHF | 7 590 CHF | 100,00% | 100,00% |
08/11/2024 | 2,85% | 0,67 CHF | 0,68 CHF | 16 830 | 16 830 | 11 285 | 11 285 | 7 504 CHF | 7 704 CHF | 100,00% | 100,00% |
07/11/2024 | 3,19% | 0,64 CHF | 0,65 CHF | 19 710 | 19 710 | 13 307 | 13 307 | 8 066 CHF | 8 302 CHF | 99,98% | 99,98% |