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 | 1,87% | 0,54 CHF | 0,55 CHF | 87 000 | 87 000 | 86 785 | 86 785 | 46 415 CHF | 47 284 CHF | 100,00% | 100,00% |
19/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 87 600 | 87 600 | 86 279 | 86 279 | 46 994 CHF | 47 858 CHF | 98,89% | 98,89% |
18/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 85 800 | 85 800 | 85 533 | 85 533 | 48 302 CHF | 49 158 CHF | 100,00% | 100,00% |
15/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 85 000 | 85 000 | 86 010 | 86 010 | 49 715 CHF | 50 575 CHF | 71,72% | 71,72% |
14/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 86 600 | 86 600 | 85 972 | 85 972 | 47 939 CHF | 48 800 CHF | 100,00% | 100,00% |
13/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 86 600 | 86 600 | 85 847 | 85 847 | 48 268 CHF | 49 127 CHF | 99,19% | 99,19% |
12/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 87 400 | 87 400 | 85 400 | 85 400 | 48 522 CHF | 49 376 CHF | 100,00% | 100,00% |
11/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 84 000 | 84 000 | 83 581 | 83 581 | 50 681 CHF | 51 517 CHF | 100,00% | 100,00% |
08/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 85 100 | 85 100 | 84 121 | 84 121 | 50 484 CHF | 51 326 CHF | 100,00% | 100,00% |
07/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 83 100 | 83 100 | 82 433 | 82 433 | 52 816 CHF | 53 642 CHF | 100,00% | 100,00% |