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 | 1,60% | 2,03 CHF | 2,06 CHF | 35 100 | 35 100 | 32 706 | 32 706 | 60 919 CHF | 61 900 CHF | 100,00% | 100,00% |
19/11/2024 | 1,39% | 2,03 CHF | 2,06 CHF | 35 500 | 35 500 | 35 500 | 35 500 | 75 928 CHF | 76 993 CHF | 99,84% | 99,84% |
18/11/2024 | 1,43% | 2,07 CHF | 2,10 CHF | 38 700 | 38 700 | 38 140 | 38 140 | 76 856 CHF | 77 958 CHF | 100,00% | 100,00% |
15/11/2024 | 1,58% | 1,95 CHF | 1,98 CHF | 32 500 | 32 500 | 33 198 | 33 198 | 62 942 CHF | 63 938 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 2,03 CHF | 2,05 CHF | 39 800 | 39 800 | 39 494 | 39 494 | 79 293 CHF | 80 082 CHF | 100,00% | 100,00% |
13/11/2024 | 1,45% | 1,86 CHF | 1,89 CHF | 32 000 | 32 000 | 33 684 | 33 684 | 69 472 CHF | 70 483 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 2,06 CHF | 2,08 CHF | 41 400 | 41 400 | 38 905 | 38 905 | 77 072 CHF | 77 850 CHF | 99,86% | 99,86% |
11/11/2024 | 1,72% | 1,81 CHF | 1,84 CHF | 34 100 | 34 100 | 34 100 | 34 100 | 58 939 CHF | 59 962 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 1,94 CHF | 1,97 CHF | 31 900 | 31 900 | 31 900 | 31 900 | 61 268 CHF | 62 225 CHF | 98,88% | 98,88% |
07/11/2024 | 1,49% | 2,09 CHF | 2,12 CHF | 33 800 | 33 800 | 32 106 | 32 106 | 64 290 CHF | 65 253 CHF | 100,00% | 100,00% |