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 | 1,46% | 0,64 CHF | 0,65 CHF | 63 300 | 63 300 | 62 028 | 62 028 | 42 125 CHF | 42 745 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 53 400 | 53 400 | 53 467 | 53 467 | 34 904 CHF | 35 438 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,80 CHF | 0,81 CHF | 50 500 | 50 500 | 49 833 | 49 833 | 43 393 CHF | 43 891 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 60 300 | 60 300 | 59 574 | 59 574 | 50 439 CHF | 51 035 CHF | 99,49% | 99,49% |
14/11/2024 | 1,58% | 0,68 CHF | 0,69 CHF | 69 300 | 69 300 | 70 172 | 70 172 | 44 284 CHF | 44 986 CHF | 99,35% | 99,35% |
13/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 73 900 | 73 900 | 74 517 | 74 517 | 41 231 CHF | 41 977 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,57 CHF | 0,58 CHF | 52 000 | 52 000 | 50 404 | 50 404 | 33 969 CHF | 34 473 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,85 CHF | 0,86 CHF | 82 000 | 82 000 | 83 561 | 83 561 | 64 765 CHF | 65 601 CHF | 99,38% | 99,38% |
08/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 79 100 | 79 100 | 78 183 | 78 183 | 35 640 CHF | 36 422 CHF | 100,00% | 100,00% |
07/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 94 800 | 94 800 | 94 614 | 94 614 | 52 012 CHF | 52 958 CHF | 99,43% | 99,43% |