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 | 0,38% | 2,39 CHF | 2,40 CHF | 35 500 | 35 500 | 35 068 | 35 068 | 93 146 CHF | 93 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,60 CHF | 2,61 CHF | 33 200 | 33 200 | 33 130 | 33 130 | 89 579 CHF | 89 910 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,75 CHF | 2,76 CHF | 30 800 | 30 800 | 31 178 | 31 178 | 77 277 CHF | 77 589 CHF | 41,29% | 100,00% |
15/11/2024 | - | 3,27 CHF | - CHF | 18 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 5,33 CHF | 4,51 CHF | 25 200 | 260 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 26 200 | 26 200 | 26 084 | 26 084 | 87 187 CHF | 87 448 CHF | 100,00% | 100,00% |
12/11/2024 | - | 3,61 CHF | - CHF | 26 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 3,58 CHF | 3,50 CHF | 28 500 | 2 900 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 27 700 | 27 700 | 27 629 | 27 629 | 89 723 CHF | 89 999 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,32 CHF | 3,33 CHF | 31 700 | 31 700 | 31 888 | 31 888 | 102 455 CHF | 102 774 CHF | 100,00% | 100,00% |