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 | 0,56% | 1,76 CHF | 1,77 CHF | 49 000 | 49 000 | 49 161 | 49 161 | 87 015 CHF | 87 507 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 49 000 | 49 000 | 49 932 | 49 932 | 86 038 CHF | 86 537 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 49 000 | 49 000 | 49 337 | 49 337 | 86 230 CHF | 86 724 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 87 851 CHF | 88 341 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 49 000 | 49 000 | 49 415 | 49 415 | 87 037 CHF | 87 531 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 49 661 | 49 661 | 85 998 CHF | 86 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 49 129 | 49 129 | 86 930 CHF | 87 421 CHF | 99,85% | 99,85% |
11/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 49 000 | 49 000 | 48 868 | 48 868 | 90 456 CHF | 90 945 CHF | 99,69% | 99,69% |
08/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 49 000 | 49 000 | 48 950 | 48 950 | 90 204 CHF | 90 694 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 49 000 | 49 000 | 48 489 | 48 489 | 89 608 CHF | 90 092 CHF | 100,00% | 100,00% |