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 | 1,20% | 3,04 CHF | 3,05 CHF | 26 000 | 26 000 | 11 423 | 11 423 | 34 671 CHF | 34 966 CHF | 99,90% | 99,90% |
19/11/2024 | 1,28% | 2,89 CHF | 2,90 CHF | 27 200 | 27 200 | 11 863 | 11 863 | 33 910 CHF | 34 214 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 2,83 CHF | 2,84 CHF | 27 900 | 27 900 | 12 462 | 12 462 | 34 844 CHF | 35 170 CHF | 99,87% | 99,87% |
15/11/2024 | 1,26% | 2,75 CHF | 2,76 CHF | 28 400 | 28 400 | 12 701 | 12 701 | 35 862 CHF | 36 193 CHF | 98,32% | 98,32% |
14/11/2024 | 1,34% | 2,68 CHF | 2,69 CHF | 28 000 | 28 000 | 12 553 | 12 553 | 33 685 CHF | 34 013 CHF | 100,00% | 100,00% |
13/11/2024 | 1,25% | 2,78 CHF | 2,79 CHF | 27 700 | 27 700 | 12 238 | 12 238 | 34 894 CHF | 35 210 CHF | 99,62% | 99,62% |
12/11/2024 | 1,43% | 2,83 CHF | 2,84 CHF | 24 300 | 24 300 | 10 735 | 10 735 | 31 634 CHF | 31 959 CHF | 100,00% | 100,00% |
11/11/2024 | 1,27% | 3,24 CHF | 3,25 CHF | 23 100 | 23 100 | 9 787 | 9 787 | 33 427 CHF | 33 732 CHF | 99,17% | 99,17% |
08/11/2024 | 1,30% | 3,45 CHF | 3,46 CHF | 19 500 | 19 500 | 8 441 | 8 441 | 31 079 CHF | 31 362 CHF | 98,44% | 98,44% |
07/11/2024 | 1,16% | 4,25 CHF | 4,26 CHF | 20 100 | 20 100 | 9 033 | 9 033 | 37 902 CHF | 38 206 CHF | 99,37% | 99,37% |