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 | 1,05% | 0,95 CHF | 0,96 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 53 047 CHF | 53 607 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 56 600 | 56 600 | 56 600 | 56 600 | 51 762 CHF | 52 328 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 57 500 | 57 500 | 57 500 | 57 500 | 53 069 CHF | 53 644 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 58 200 | 58 200 | 58 200 | 58 200 | 53 137 CHF | 53 719 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 59 300 | 59 300 | 59 300 | 59 300 | 52 829 CHF | 53 422 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 58 100 | 58 100 | 58 100 | 58 100 | 51 459 CHF | 52 040 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 54 300 | 54 300 | 54 300 | 54 300 | 50 643 CHF | 51 186 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 53 100 | 53 100 | 53 100 | 53 100 | 51 955 CHF | 52 486 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 57 000 | 57 000 | 57 000 | 57 000 | 54 067 CHF | 54 637 CHF | 99,19% | 99,19% |
07/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 54 400 | 54 400 | 52 615 | 52 615 | 50 287 CHF | 50 813 CHF | 100,00% | 100,00% |