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 | 1,53% | 0,62 CHF | 0,63 CHF | 66 500 | 66 500 | 65 682 | 65 682 | 42 514 CHF | 43 171 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 63 300 | 63 300 | 63 467 | 63 467 | 40 309 CHF | 40 944 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 61 100 | 61 100 | 61 170 | 61 170 | 41 399 CHF | 42 011 CHF | 100,00% | 100,00% |
15/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 62 000 | 62 000 | 61 375 | 61 375 | 43 366 CHF | 43 980 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 65 100 | 65 100 | 65 130 | 65 130 | 44 231 CHF | 44 882 CHF | 100,00% | 100,00% |
13/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 65 200 | 65 200 | 65 081 | 65 081 | 42 205 CHF | 42 856 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 58 900 | 58 900 | 58 247 | 58 247 | 40 104 CHF | 40 687 CHF | 99,85% | 99,85% |
11/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 60 800 | 60 800 | 60 800 | 60 800 | 45 210 CHF | 45 818 CHF | 99,67% | 99,67% |
08/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 60 500 | 60 500 | 60 467 | 60 467 | 41 189 CHF | 41 794 CHF | 99,48% | 99,48% |
07/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 55 000 | 55 000 | 54 443 | 54 443 | 41 703 CHF | 42 247 CHF | 100,00% | 100,00% |