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 | 0,85% | 1,13 CHF | 1,14 CHF | 67 400 | 67 400 | 66 255 | 66 255 | 77 957 CHF | 78 620 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 64 900 | 64 900 | 63 930 | 63 930 | 74 667 CHF | 75 306 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 64 900 | 64 900 | 65 606 | 65 606 | 76 771 CHF | 77 427 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 62 500 | 62 500 | 62 500 | 62 500 | 76 173 CHF | 76 798 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 67 800 | 67 800 | 67 625 | 67 625 | 84 181 CHF | 84 857 CHF | 99,35% | 99,35% |
13/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 68 700 | 68 700 | 68 700 | 68 700 | 76 662 CHF | 77 349 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 64 800 | 64 800 | 64 677 | 64 677 | 74 700 CHF | 75 347 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 63 400 | 63 400 | 63 400 | 63 400 | 78 630 CHF | 79 264 CHF | 99,93% | 99,93% |
08/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 59 700 | 59 700 | 59 451 | 59 451 | 75 414 CHF | 76 009 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 64 300 | 64 300 | 64 465 | 64 465 | 87 394 CHF | 88 039 CHF | 100,00% | 100,00% |