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 | 0,77% | 1,30 CHF | 1,31 CHF | 60 300 | 60 300 | 58 821 | 58 821 | 76 438 CHF | 77 026 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 62 400 | 62 400 | 60 710 | 60 710 | 76 391 CHF | 76 998 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 64 700 | 64 700 | 63 015 | 63 015 | 77 213 CHF | 77 843 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 68 700 | 68 700 | 66 362 | 66 362 | 78 304 CHF | 78 968 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 68 100 | 68 100 | 66 579 | 66 579 | 74 426 CHF | 75 092 CHF | 99,35% | 99,35% |
13/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 68 100 | 68 100 | 66 215 | 66 215 | 76 545 CHF | 77 207 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 63 600 | 63 600 | 62 821 | 62 821 | 73 027 CHF | 73 655 CHF | 68,32% | 100,00% |
11/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 58 700 | 58 700 | 56 217 | 56 217 | 72 917 CHF | 73 479 CHF | 99,93% | 99,93% |
08/11/2024 | 0,70% | 1,35 CHF | 1,36 CHF | 48 700 | 48 700 | 46 653 | 46 653 | 66 102 CHF | 66 569 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 100 | 50 100 | 48 829 | 48 829 | 81 965 CHF | 82 453 CHF | 98,53% | 98,53% |