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 | 0,68% | 1,56 CHF | 1,57 CHF | 52 000 | 52 000 | 28 613 | 28 613 | 43 446 CHF | 43 733 CHF | 99,90% | 99,90% |
19/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 52 000 | 52 000 | 28 701 | 28 701 | 42 361 CHF | 42 649 CHF | 98,91% | 98,91% |
18/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 52 000 | 52 000 | 28 599 | 28 599 | 39 400 CHF | 39 687 CHF | 99,59% | 99,59% |
15/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 52 000 | 52 000 | 28 569 | 28 569 | 38 386 CHF | 38 673 CHF | 99,89% | 99,89% |
14/11/2024 | 0,79% | 1,36 CHF | 1,37 CHF | 52 000 | 52 000 | 29 300 | 29 300 | 38 193 CHF | 38 486 CHF | 98,84% | 98,84% |
13/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 52 000 | 52 000 | 28 652 | 28 652 | 39 539 CHF | 39 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 52 000 | 52 000 | 26 705 | 26 705 | 36 978 CHF | 37 246 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,45 CHF | 1,46 CHF | 52 000 | 52 000 | 28 421 | 28 421 | 43 774 CHF | 44 061 CHF | 99,93% | 99,93% |
08/11/2024 | 1,18% | 1,63 CHF | 1,64 CHF | 52 000 | 52 000 | 19 657 | 19 657 | 32 005 CHF | 32 221 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,66 CHF | 1,67 CHF | 48 000 | 48 000 | 23 246 | 23 246 | 38 104 CHF | 38 355 CHF | 98,68% | 98,68% |