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% | 1,43 CHF | 1,44 CHF | 90 400 | 90 400 | 90 235 | 90 235 | 131 955 CHF | 132 857 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 81 500 | 81 500 | 81 315 | 81 315 | 120 213 CHF | 121 026 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 83 100 | 83 100 | 83 100 | 83 100 | 138 215 CHF | 139 046 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,59 CHF | 1,60 CHF | 77 400 | 77 400 | 76 649 | 76 649 | 127 321 CHF | 128 088 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 80 700 | 80 700 | 81 253 | 81 253 | 138 026 CHF | 138 839 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 80 800 | 80 800 | 80 427 | 80 427 | 129 970 CHF | 130 774 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 74 800 | 74 800 | 74 800 | 74 800 | 125 395 CHF | 126 143 CHF | 99,86% | 99,86% |
11/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 74 100 | 74 100 | 73 528 | 73 528 | 135 503 CHF | 136 239 CHF | 99,69% | 99,69% |
08/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 71 900 | 71 900 | 71 644 | 71 644 | 131 424 CHF | 132 140 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 71 500 | 71 500 | 71 500 | 71 500 | 137 055 CHF | 137 770 CHF | 100,00% | 100,00% |