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 | 0,89% | 1,11 CHF | 1,12 CHF | 55 000 | 55 000 | 54 008 | 54 008 | 60 771 CHF | 61 311 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 55 000 | 55 000 | 53 931 | 53 931 | 60 884 CHF | 61 424 CHF | 98,88% | 98,88% |
18/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 54 000 | 54 000 | 53 493 | 53 493 | 62 136 CHF | 62 672 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 64 031 CHF | 64 571 CHF | 71,89% | 71,89% |
14/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 54 000 | 54 000 | 53 492 | 53 492 | 63 757 CHF | 64 293 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 54 000 | 54 000 | 53 489 | 53 489 | 62 678 CHF | 63 214 CHF | 99,32% | 99,32% |
12/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 54 000 | 54 000 | 53 492 | 53 492 | 63 879 CHF | 64 414 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 53 000 | 53 000 | 53 149 | 53 149 | 65 890 CHF | 66 422 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 54 000 | 54 000 | 53 458 | 53 458 | 65 973 CHF | 66 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 53 000 | 53 000 | 52 748 | 52 748 | 67 819 CHF | 68 347 CHF | 100,00% | 100,00% |