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 | 0,98% | 1,01 CHF | 1,02 CHF | 61 500 | 61 500 | 61 710 | 61 710 | 62 636 CHF | 63 253 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 61 700 | 61 700 | 62 910 | 62 910 | 61 420 CHF | 62 049 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 61 700 | 61 700 | 62 106 | 62 106 | 61 798 CHF | 62 419 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 60 500 | 60 500 | 60 500 | 60 500 | 62 381 CHF | 62 986 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 63 400 | 63 400 | 63 939 | 63 939 | 64 317 CHF | 64 956 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 64 000 | 64 000 | 63 558 | 63 558 | 62 350 CHF | 62 986 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 60 400 | 60 400 | 59 354 | 59 354 | 60 160 CHF | 60 753 CHF | 99,86% | 99,86% |
11/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 59 300 | 59 300 | 59 129 | 59 129 | 64 079 CHF | 64 670 CHF | 99,66% | 99,66% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 59 200 | 59 200 | 59 139 | 59 139 | 63 567 CHF | 64 158 CHF | 99,45% | 99,45% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 59 300 | 59 300 | 58 688 | 58 688 | 63 196 CHF | 63 783 CHF | 100,00% | 100,00% |