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 | 3,05% | 1,51 CHF | 1,56 CHF | 21 400 | 21 400 | 21 705 | 21 705 | 35 144 CHF | 36 230 CHF | 99,45% | 99,45% |
19/11/2024 | 2,81% | 1,70 CHF | 1,75 CHF | 21 800 | 21 800 | 26 271 | 26 271 | 38 787 CHF | 39 888 CHF | 98,78% | 98,78% |
18/11/2024 | 3,42% | 1,36 CHF | 1,40 CHF | 27 600 | 27 600 | 33 439 | 33 439 | 38 441 CHF | 39 779 CHF | 98,78% | 98,78% |
15/11/2024 | 3,23% | 1,01 CHF | 1,05 CHF | 35 200 | 35 200 | 40 738 | 40 738 | 40 333 CHF | 41 640 CHF | 100,00% | 100,00% |
14/11/2024 | 4,66% | 0,79 CHF | 0,82 CHF | 42 500 | 42 500 | 36 682 | 36 682 | 29 041 CHF | 30 413 CHF | 100,00% | 100,00% |
13/11/2024 | 4,15% | 0,89 CHF | 0,93 CHF | 35 000 | 35 000 | 30 795 | 30 795 | 29 059 CHF | 30 291 CHF | 100,00% | 100,00% |
12/11/2024 | 4,40% | 0,92 CHF | 0,96 CHF | 29 500 | 29 500 | 25 638 | 25 638 | 27 148 CHF | 28 368 CHF | 99,82% | 99,82% |
11/11/2024 | 4,13% | 1,31 CHF | 1,36 CHF | 24 600 | 24 600 | 21 490 | 21 490 | 29 348 CHF | 30 578 CHF | 99,74% | 99,74% |
08/11/2024 | 3,78% | 1,40 CHF | 1,46 CHF | 20 500 | 20 500 | 18 431 | 18 431 | 28 758 CHF | 29 864 CHF | 100,00% | 100,00% |
07/11/2024 | 3,33% | 2,01 CHF | 2,07 CHF | 17 800 | 17 800 | 17 265 | 17 265 | 34 569 CHF | 35 736 CHF | 99,69% | 99,69% |