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 | 0,53% | 1,79 CHF | 1,80 CHF | 36 000 | 36 000 | 35 275 | 35 275 | 66 640 CHF | 66 993 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 32 500 | 32 500 | 32 342 | 32 342 | 60 793 CHF | 61 117 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 31 900 | 31 900 | 31 704 | 31 704 | 69 261 CHF | 69 578 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 33 100 | 33 100 | 33 055 | 33 055 | 75 528 CHF | 75 858 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,13 CHF | 2,14 CHF | 37 700 | 37 700 | 37 824 | 37 824 | 75 254 CHF | 75 632 CHF | 99,35% | 99,35% |
13/11/2024 | 0,52% | 1,70 CHF | 1,71 CHF | 32 000 | 32 000 | 31 302 | 31 302 | 60 923 CHF | 61 236 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,18 CHF | 2,19 CHF | 29 400 | 29 400 | 28 912 | 28 912 | 68 916 CHF | 69 205 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 29 800 | 29 800 | 29 749 | 29 749 | 71 946 CHF | 72 243 CHF | 99,93% | 99,93% |
08/11/2024 | 0,43% | 2,20 CHF | 2,21 CHF | 26 200 | 26 200 | 25 735 | 25 735 | 60 342 CHF | 60 600 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 27 900 | 27 900 | 27 808 | 27 808 | 83 790 CHF | 84 069 CHF | 100,00% | 100,00% |