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 | 1,67% | 1,65 CHF | 1,66 CHF | 28 600 | 28 600 | 9 474 | 9 474 | 16 609 CHF | 16 792 CHF | 99,89% | 99,89% |
19/11/2024 | 2,11% | 1,96 CHF | 1,97 CHF | 35 100 | 35 100 | 10 165 | 10 165 | 19 515 CHF | 19 706 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 1,76 CHF | 1,77 CHF | 35 700 | 35 700 | 10 905 | 10 905 | 19 742 CHF | 19 896 CHF | 88,24% | 99,60% |
15/11/2024 | 1,50% | 1,70 CHF | 1,71 CHF | 36 200 | 36 200 | 12 586 | 12 586 | 21 429 CHF | 21 648 CHF | 98,94% | 98,94% |
14/11/2024 | 1,59% | 1,58 CHF | 1,59 CHF | 42 700 | 42 700 | 14 730 | 14 730 | 22 241 CHF | 22 476 CHF | 100,00% | 100,00% |
13/11/2024 | 1,74% | 1,40 CHF | 1,41 CHF | 47 600 | 47 600 | 16 411 | 16 411 | 22 437 CHF | 22 700 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 1,25 CHF | 1,26 CHF | 54 300 | 54 300 | 17 335 | 17 335 | 21 349 CHF | 21 577 CHF | 96,78% | 99,91% |
11/11/2024 | 1,86% | 1,12 CHF | 1,13 CHF | 47 100 | 47 100 | 16 320 | 16 320 | 19 212 CHF | 19 475 CHF | 99,89% | 99,89% |
08/11/2024 | 1,58% | 1,30 CHF | 1,31 CHF | 40 600 | 40 600 | 14 258 | 14 258 | 19 688 CHF | 19 917 CHF | 100,00% | 100,00% |
07/11/2024 | 1,56% | 1,56 CHF | 1,57 CHF | 36 300 | 36 300 | 12 580 | 12 580 | 20 184 CHF | 20 403 CHF | 99,90% | 99,90% |