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 | 0,90% | 1,10 CHF | 1,11 CHF | 68 100 | 68 100 | 67 819 | 67 819 | 74 796 CHF | 75 475 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 67 700 | 67 700 | 67 421 | 67 421 | 75 368 CHF | 76 042 CHF | 99,89% | 99,89% |
18/11/2024 | 0,82% | 1,14 CHF | 1,15 CHF | 63 000 | 63 000 | 62 311 | 62 311 | 75 269 CHF | 75 892 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 56 100 | 56 100 | 55 869 | 55 869 | 73 301 CHF | 73 859 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 50 200 | 50 200 | 49 628 | 49 628 | 71 788 CHF | 72 284 CHF | 99,45% | 99,45% |
13/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 48 500 | 48 500 | 48 300 | 48 300 | 74 506 CHF | 74 989 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 47 200 | 47 200 | 47 006 | 47 006 | 74 358 CHF | 74 828 CHF | 99,91% | 99,91% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 48 500 | 48 500 | 48 300 | 48 300 | 79 320 CHF | 79 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 48 000 | 48 000 | 47 800 | 47 800 | 77 347 CHF | 77 825 CHF | 98,94% | 98,94% |
07/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 49 700 | 49 700 | 49 495 | 49 495 | 81 426 CHF | 81 921 CHF | 100,00% | 100,00% |