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 | 1,66% | 0,58 CHF | 0,59 CHF | 67 600 | 67 600 | 67 054 | 67 054 | 40 190 CHF | 40 861 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 62 300 | 62 300 | 61 884 | 61 884 | 40 094 CHF | 40 712 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 61 200 | 61 200 | 60 917 | 60 917 | 41 966 CHF | 42 575 CHF | 100,00% | 100,00% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 62 600 | 62 600 | 61 958 | 61 958 | 43 055 CHF | 43 675 CHF | 100,00% | 100,00% |
14/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 60 800 | 60 800 | 60 549 | 60 549 | 41 498 CHF | 42 104 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 74 900 | 74 900 | 73 596 | 73 596 | 53 236 CHF | 53 972 CHF | 100,00% | 100,00% |
12/11/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 72 600 | 72 600 | 71 296 | 71 296 | 40 037 CHF | 40 750 CHF | 99,86% | 99,86% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 76 000 | 76 000 | 75 989 | 75 989 | 44 959 CHF | 45 719 CHF | 99,68% | 99,68% |
08/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 78 700 | 78 700 | 77 577 | 77 577 | 42 207 CHF | 42 983 CHF | 99,18% | 99,18% |
07/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 88 400 | 88 400 | 88 286 | 88 286 | 47 748 CHF | 48 631 CHF | 99,39% | 99,39% |