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 | 0,61% | 1,63 CHF | 1,64 CHF | 55 000 | 55 000 | 54 078 | 54 078 | 89 295 CHF | 89 836 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 55 000 | 55 000 | 53 905 | 53 905 | 89 174 CHF | 89 714 CHF | 98,88% | 98,88% |
18/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 54 000 | 54 000 | 53 494 | 53 494 | 90 466 CHF | 91 001 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 92 619 CHF | 93 159 CHF | 72,13% | 72,13% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 54 000 | 54 000 | 53 493 | 53 493 | 91 829 CHF | 92 365 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 54 000 | 54 000 | 53 489 | 53 489 | 90 859 CHF | 91 394 CHF | 99,29% | 99,29% |
12/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 54 000 | 54 000 | 53 491 | 53 491 | 91 992 CHF | 92 528 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 53 000 | 53 000 | 53 183 | 53 183 | 93 904 CHF | 94 437 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 54 000 | 54 000 | 53 464 | 53 464 | 94 302 CHF | 94 837 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 53 000 | 53 000 | 52 782 | 52 782 | 95 780 CHF | 96 308 CHF | 100,00% | 100,00% |