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 | 0,69% | 1,43 CHF | 1,44 CHF | 65 000 | 65 000 | 64 391 | 64 390 | 93 437 CHF | 94 081 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 65 000 | 65 000 | 64 391 | 64 390 | 93 576 CHF | 94 220 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 65 000 | 65 000 | 64 391 | 64 390 | 95 726 CHF | 96 370 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 98 182 CHF | 98 832 CHF | 78,21% | 78,21% |
14/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 97 397 CHF | 98 041 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 65 000 | 65 000 | 64 388 | 64 388 | 96 170 CHF | 96 814 CHF | 99,67% | 99,67% |
12/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 65 000 | 65 000 | 64 395 | 64 390 | 97 837 CHF | 98 475 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 100 765 CHF | 101 409 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 65 000 | 65 000 | 64 392 | 64 391 | 100 488 CHF | 101 132 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 65 000 | 65 000 | 64 391 | 64 391 | 103 745 CHF | 104 390 CHF | 100,00% | 100,00% |