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 | 1,23% | 1,58 CHF | 1,60 CHF | 25 100 | 25 100 | 25 084 | 25 084 | 40 550 CHF | 41 051 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 1,75 CHF | 1,77 CHF | 20 900 | 20 900 | 20 899 | 20 899 | 36 539 CHF | 36 957 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 2,14 CHF | 2,16 CHF | 20 200 | 20 200 | 20 062 | 20 062 | 44 940 CHF | 45 342 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 2,21 CHF | 2,23 CHF | 23 100 | 23 100 | 23 258 | 23 258 | 49 286 CHF | 49 751 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 1,93 CHF | 1,95 CHF | 27 500 | 27 500 | 27 878 | 27 878 | 49 431 CHF | 49 989 CHF | 100,00% | 100,00% |
13/11/2024 | 1,31% | 1,59 CHF | 1,61 CHF | 29 300 | 29 300 | 29 549 | 29 549 | 44 740 CHF | 45 331 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 1,37 CHF | 1,39 CHF | 23 300 | 23 300 | 23 114 | 23 114 | 34 831 CHF | 35 293 CHF | 99,86% | 99,86% |
11/11/2024 | 1,01% | 1,98 CHF | 2,00 CHF | 23 800 | 23 800 | 23 803 | 23 803 | 46 892 CHF | 47 368 CHF | 99,67% | 99,67% |
08/11/2024 | 2,18% | 1,79 CHF | 1,83 CHF | 9 900 | 9 900 | 7 987 | 7 987 | 19 299 CHF | 19 689 CHF | 98,76% | 98,76% |
07/11/2024 | 0,82% | 5,02 CHF | 5,06 CHF | 9 700 | 9 700 | 9 742 | 9 742 | 47 602 CHF | 47 991 CHF | 100,00% | 100,00% |