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 | 1,33% | 6,77 CHF | 6,80 CHF | 14 100 | 14 100 | 4 950 | 4 950 | 33 045 CHF | 33 328 CHF | 99,03% | 99,03% |
19/11/2024 | 1,25% | 6,87 CHF | 6,89 CHF | 15 200 | 15 200 | 5 243 | 5 243 | 34 843 CHF | 35 085 CHF | 99,38% | 99,38% |
18/11/2024 | 1,29% | 6,11 CHF | 6,14 CHF | 13 800 | 13 800 | 4 644 | 4 644 | 31 195 CHF | 31 463 CHF | 98,54% | 99,89% |
15/11/2024 | 1,49% | 6,49 CHF | 6,51 CHF | 26 300 | 26 300 | 7 352 | 7 352 | 46 741 CHF | 47 040 CHF | 99,15% | 99,15% |
14/11/2024 | - | 3,84 CHF | - CHF | 20 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 4,48 CHF | - CHF | 24 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 3,85 CHF | - CHF | 26 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 3,42 CHF | - CHF | 30 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 2,87 CHF | - CHF | 32 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 1,75% | 3,21 CHF | 3,13 CHF | 23 300 | 23 300 | 5 233 | 5 233 | 18 178 CHF | 18 445 CHF | 84,38% | 100,00% |