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 | 0,38% | 2,65 CHF | 2,66 CHF | 10 900 | 10 900 | 10 793 | 10 793 | 28 135 CHF | 28 243 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,48 CHF | 2,49 CHF | 14 300 | 14 300 | 14 715 | 14 715 | 32 874 CHF | 33 021 CHF | 99,81% | 99,81% |
18/11/2024 | - | 1,60 CHF | 1,61 CHF | 17 100 | 17 100 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 17 800 | 17 800 | 17 737 | 17 737 | 26 726 CHF | 26 904 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 18 800 | 18 800 | 18 654 | 18 654 | 25 954 CHF | 26 141 CHF | 99,35% | 99,35% |
13/11/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 18 200 | 18 200 | 17 755 | 17 755 | 25 629 CHF | 25 807 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 17 800 | 17 800 | 17 248 | 17 248 | 25 808 CHF | 25 981 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 16 100 | 16 100 | 15 982 | 15 982 | 25 494 CHF | 25 654 CHF | 99,93% | 99,93% |
08/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 14 300 | 14 300 | 14 241 | 14 241 | 24 387 CHF | 24 530 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 16 500 | 16 500 | 16 475 | 16 475 | 31 594 CHF | 31 759 CHF | 100,00% | 100,00% |