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 | 2,58% | 2,81 CHF | 2,82 CHF | 37 200 | 37 200 | 14 579 | 14 579 | 38 691 CHF | 39 279 CHF | 99,82% | 99,82% |
19/11/2024 | 2,60% | 2,23 CHF | 2,24 CHF | 46 000 | 46 000 | 12 635 | 12 635 | 27 174 CHF | 27 403 CHF | 99,92% | 99,92% |
18/11/2024 | 1,79% | 2,16 CHF | 2,17 CHF | 34 100 | 34 100 | 12 594 | 12 594 | 31 027 CHF | 31 385 CHF | 99,90% | 99,90% |
15/11/2024 | 1,64% | 2,42 CHF | 2,43 CHF | 41 500 | 41 500 | 15 615 | 15 615 | 37 552 CHF | 37 949 CHF | 99,52% | 99,52% |
14/11/2024 | 1,76% | 2,26 CHF | 2,27 CHF | 41 100 | 41 100 | 16 295 | 16 295 | 36 095 CHF | 36 521 CHF | 100,00% | 100,00% |
13/11/2024 | 1,65% | 2,16 CHF | 2,17 CHF | 53 800 | 53 800 | 20 068 | 20 068 | 39 400 CHF | 39 819 CHF | 100,00% | 100,00% |
12/11/2024 | 2,37% | 1,79 CHF | 1,80 CHF | 59 000 | 59 000 | 14 302 | 14 302 | 24 434 CHF | 24 747 CHF | 99,95% | 99,95% |
11/11/2024 | 2,63% | 1,51 CHF | 1,52 CHF | 67 900 | 67 900 | 18 698 | 18 698 | 27 074 CHF | 27 359 CHF | 99,88% | 99,88% |
08/11/2024 | 1,66% | 1,40 CHF | 1,41 CHF | 60 300 | 60 300 | 24 250 | 24 250 | 36 257 CHF | 36 720 CHF | 100,00% | 100,00% |
07/11/2024 | 1,92% | 1,51 CHF | 1,52 CHF | 55 700 | 55 700 | 21 708 | 21 708 | 34 066 CHF | 34 539 CHF | 99,87% | 99,87% |