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 | 4,16% | 0,75 CHF | 0,78 CHF | 50 700 | 50 700 | 49 709 | 49 709 | 35 187 CHF | 36 678 CHF | 99,45% | 99,45% |
19/11/2024 | 4,51% | 0,67 CHF | 0,70 CHF | 49 400 | 49 400 | 36 448 | 36 448 | 29 343 CHF | 30 688 CHF | 98,77% | 98,77% |
18/11/2024 | 4,63% | 0,93 CHF | 0,97 CHF | 32 600 | 32 600 | 23 611 | 23 611 | 27 009 CHF | 28 274 CHF | 98,78% | 98,78% |
15/11/2024 | 4,78% | 1,40 CHF | 1,46 CHF | 20 900 | 20 900 | 16 728 | 16 728 | 23 311 CHF | 24 432 CHF | 100,00% | 100,00% |
14/11/2024 | 3,14% | 1,92 CHF | 1,99 CHF | 15 400 | 15 400 | 18 115 | 18 115 | 35 446 CHF | 36 568 CHF | 100,00% | 100,00% |
13/11/2024 | 3,06% | 1,76 CHF | 1,82 CHF | 18 900 | 18 900 | 21 728 | 21 728 | 36 445 CHF | 37 576 CHF | 100,00% | 100,00% |
12/11/2024 | 2,74% | 1,71 CHF | 1,76 CHF | 22 600 | 22 600 | 26 462 | 26 462 | 39 973 CHF | 41 080 CHF | 99,81% | 99,81% |
11/11/2024 | 3,22% | 1,28 CHF | 1,32 CHF | 27 500 | 27 500 | 31 900 | 31 900 | 38 950 CHF | 40 226 CHF | 99,74% | 99,74% |
08/11/2024 | 2,95% | 1,19 CHF | 1,23 CHF | 33 300 | 33 300 | 37 669 | 37 669 | 40 605 CHF | 41 813 CHF | 100,00% | 100,00% |
07/11/2024 | 3,36% | 0,87 CHF | 0,90 CHF | 39 000 | 39 000 | 40 526 | 40 526 | 35 602 CHF | 36 818 CHF | 99,69% | 99,69% |