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 | 0,36% | 14,87 CHF | 15,46 CHF | 700 | 700 | 4 244 | 4 244 | 67 996 CHF | 68 177 CHF | 98,81% | 98,81% |
19/11/2024 | 0,38% | 17,29 CHF | 18,04 CHF | 500 | 500 | 3 341 | 3 341 | 70 260 CHF | 70 439 CHF | 85,83% | 85,83% |
18/11/2024 | 0,32% | 22,07 CHF | 22,76 CHF | 600 | 600 | 3 510 | 3 510 | 75 749 CHF | 75 935 CHF | 98,94% | 98,94% |
15/11/2024 | 0,21% | 20,03 CHF | 20,50 CHF | 900 | 900 | 5 250 | 5 250 | 100 030 CHF | 100 198 CHF | 98,36% | 98,36% |
14/11/2024 | 0,30% | 14,35 CHF | 14,82 CHF | 900 | 900 | 5 366 | 5 366 | 77 148 CHF | 77 320 CHF | 98,72% | 98,72% |
13/11/2024 | 0,33% | 13,38 CHF | 13,89 CHF | 800 | 800 | 4 876 | 4 876 | 73 939 CHF | 74 119 CHF | 98,77% | 98,77% |
12/11/2024 | 0,25% | 15,12 CHF | 15,51 CHF | 1 000 | 1 000 | 6 391 | 6 391 | 95 490 CHF | 95 690 CHF | 97,83% | 97,83% |
11/11/2024 | 0,43% | 12,21 CHF | 12,80 CHF | 700 | 700 | 4 188 | 4 188 | 58 471 CHF | 58 651 CHF | 98,90% | 98,90% |
08/11/2024 | 0,38% | 16,62 CHF | 17,33 CHF | 600 | 600 | 3 577 | 3 577 | 63 906 CHF | 64 095 CHF | 97,24% | 97,24% |
07/11/2024 | 0,24% | 19,60 CHF | 20,16 CHF | 700 | 700 | 4 402 | 4 402 | 87 802 CHF | 87 983 CHF | 97,35% | 97,35% |