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 | 2,99% | 9,86 CHF | 10,14 CHF | 4 000 | 4 000 | 3 924 | 3 924 | 36 292 CHF | 37 390 CHF | 99,45% | 99,45% |
19/11/2024 | 3,58% | 8,73 CHF | 9,01 CHF | 3 900 | 3 900 | 2 898 | 2 898 | 30 422 CHF | 31 518 CHF | 98,78% | 98,78% |
18/11/2024 | 3,91% | 12,03 CHF | 12,46 CHF | 2 600 | 2 600 | 1 908 | 1 908 | 28 424 CHF | 29 545 CHF | 98,78% | 98,78% |
15/11/2024 | 4,63% | 18,23 CHF | 18,89 CHF | 1 700 | 1 700 | 1 321 | 1 321 | 23 827 CHF | 24 921 CHF | 100,00% | 100,00% |
14/11/2024 | 3,04% | 24,84 CHF | 25,74 CHF | 1 200 | 1 200 | 1 433 | 1 433 | 36 248 CHF | 37 355 CHF | 100,00% | 100,00% |
13/11/2024 | 2,89% | 22,73 CHF | 23,46 CHF | 1 500 | 1 500 | 1 729 | 1 729 | 37 519 CHF | 38 616 CHF | 100,00% | 100,00% |
12/11/2024 | 2,63% | 22,16 CHF | 22,77 CHF | 1 800 | 1 800 | 2 115 | 2 115 | 41 307 CHF | 42 407 CHF | 99,82% | 99,82% |
11/11/2024 | 2,69% | 16,49 CHF | 16,99 CHF | 2 200 | 2 200 | 2 503 | 2 503 | 39 698 CHF | 40 773 CHF | 99,74% | 99,74% |
08/11/2024 | 2,57% | 15,41 CHF | 15,82 CHF | 2 600 | 2 600 | 2 983 | 2 983 | 41 682 CHF | 42 762 CHF | 100,00% | 100,00% |
07/11/2024 | 2,96% | 11,30 CHF | 11,65 CHF | 3 100 | 3 100 | 3 176 | 3 176 | 36 185 CHF | 37 272 CHF | 99,70% | 99,70% |