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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,80% | 3,06 CHF | 3,08 CHF | 51 700 | 51 700 | 23 339 | 23 339 | 70 835 CHF | 71 803 CHF | 100,00% | 100,00% |
20/11/2024 | 1,90% | 2,78 CHF | 2,80 CHF | 56 800 | 56 800 | 25 067 | 25 067 | 70 579 CHF | 71 610 CHF | 99,90% | 99,90% |
19/11/2024 | 1,81% | 2,94 CHF | 2,96 CHF | 52 800 | 52 800 | 23 556 | 23 556 | 69 986 CHF | 70 957 CHF | 99,89% | 99,89% |
18/11/2024 | 1,88% | 3,11 CHF | 3,13 CHF | 50 600 | 50 600 | 22 439 | 22 439 | 69 784 CHF | 70 761 CHF | 97,83% | 97,83% |
15/11/2024 | 1,78% | 3,30 CHF | 3,32 CHF | 44 900 | 44 900 | 17 864 | 17 864 | 63 974 CHF | 64 794 CHF | 99,40% | 99,40% |
14/11/2024 | 1,81% | 3,95 CHF | 3,97 CHF | 42 100 | 42 100 | 19 210 | 19 210 | 70 825 CHF | 71 775 CHF | 100,00% | 100,00% |
13/11/2024 | 1,71% | 3,83 CHF | 3,85 CHF | 41 100 | 41 100 | 18 088 | 18 088 | 70 377 CHF | 71 266 CHF | 100,00% | 100,00% |
12/11/2024 | 1,76% | 4,06 CHF | 4,08 CHF | 37 400 | 37 400 | 16 727 | 16 727 | 70 636 CHF | 71 547 CHF | 99,92% | 99,92% |
11/11/2024 | 1,71% | 4,38 CHF | 4,40 CHF | 35 800 | 35 800 | 16 090 | 16 090 | 70 464 CHF | 71 339 CHF | 99,89% | 99,89% |
08/11/2024 | 1,79% | 4,31 CHF | 4,33 CHF | 36 200 | 36 200 | 16 117 | 16 117 | 71 264 CHF | 72 182 CHF | 98,94% | 98,94% |