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 | 0,63% | 1,57 CHF | 1,58 CHF | 49 000 | 49 000 | 49 161 | 49 161 | 77 323 CHF | 77 814 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 49 000 | 49 000 | 49 932 | 49 932 | 76 184 CHF | 76 683 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 49 000 | 49 000 | 49 337 | 49 337 | 76 453 CHF | 76 947 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 78 166 CHF | 78 656 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 49 000 | 49 000 | 49 415 | 49 415 | 77 279 CHF | 77 773 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 49 661 | 49 661 | 76 205 CHF | 76 702 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 49 129 | 49 129 | 77 226 CHF | 77 717 CHF | 99,85% | 99,85% |
11/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 48 868 | 48 868 | 80 784 CHF | 81 273 CHF | 99,69% | 99,69% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 48 949 | 48 949 | 80 503 CHF | 80 993 CHF | 99,22% | 99,22% |
07/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 48 489 | 48 489 | 79 950 CHF | 80 435 CHF | 100,00% | 100,00% |