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 | 0,64% | 1,53 CHF | 1,54 CHF | 16 800 | 16 800 | 16 597 | 16 597 | 26 023 CHF | 26 189 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 15 700 | 15 700 | 15 922 | 15 922 | 24 850 CHF | 25 009 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 15 600 | 15 600 | 15 563 | 15 563 | 26 362 CHF | 26 518 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 15 800 | 15 800 | 15 591 | 15 591 | 26 997 CHF | 27 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 16 200 | 16 200 | 16 254 | 16 254 | 26 454 CHF | 26 616 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 15 200 | 15 200 | 15 200 | 15 200 | 25 087 CHF | 25 239 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 1,68 CHF | 1,70 CHF | 13 700 | 13 700 | 13 431 | 13 431 | 23 332 CHF | 23 600 CHF | 99,86% | 99,86% |
11/11/2024 | 0,96% | 2,06 CHF | 2,08 CHF | 13 300 | 13 300 | 13 295 | 13 295 | 27 708 CHF | 27 974 CHF | 99,70% | 99,70% |
08/11/2024 | 0,97% | 1,99 CHF | 2,01 CHF | 12 100 | 12 100 | 12 098 | 12 098 | 24 833 CHF | 25 075 CHF | 98,81% | 98,81% |
07/11/2024 | 0,87% | 2,27 CHF | 2,29 CHF | 12 100 | 12 100 | 12 053 | 12 053 | 27 556 CHF | 27 797 CHF | 99,44% | 99,44% |