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 | 1,60% | 1,57 CHF | 1,58 CHF | 57 300 | 57 300 | 19 856 | 19 856 | 31 378 CHF | 31 722 CHF | 99,03% | 99,03% |
19/11/2024 | 1,53% | 1,52 CHF | 1,53 CHF | 53 900 | 53 900 | 18 523 | 18 523 | 29 213 CHF | 29 532 CHF | 99,38% | 99,38% |
18/11/2024 | 1,67% | 1,74 CHF | 1,75 CHF | 57 800 | 57 800 | 19 374 | 19 374 | 30 902 CHF | 31 244 CHF | 98,54% | 99,89% |
15/11/2024 | 6,18% | 2,02 CHF | 2,04 CHF | 16 800 | 16 800 | 4 847 | 4 847 | 10 658 CHF | 10 926 CHF | 96,38% | 97,13% |
14/11/2024 | - | 6,16 CHF | - CHF | 16 900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 5,36 CHF | - CHF | 14 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 6,35 CHF | - CHF | 13 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 7,29 CHF | - CHF | 11 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 8,73 CHF | - CHF | 10 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 1,45% | 8,14 CHF | 8,34 CHF | 13 200 | 13 200 | 2 985 | 2 985 | 22 864 CHF | 23 120 CHF | 84,38% | 100,00% |