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 | 0,91% | 51,95 CHF | 52,45 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 87 359 CHF | 88 159 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 44,45 CHF | 44,95 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 69 088 CHF | 69 888 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 46,00 CHF | 46,50 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 71 349 CHF | 72 149 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 45,40 CHF | 45,95 CHF | 1 500 | 1 500 | 1 500 | 1 500 | 70 741 CHF | 71 566 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 48,95 CHF | 49,50 CHF | 1 400 | 1 400 | 1 400 | 1 400 | 69 370 CHF | 70 140 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 51,65 CHF | 52,20 CHF | 1 500 | 1 500 | 1 468 | 1 468 | 76 932 CHF | 77 740 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 52,25 CHF | 52,95 CHF | 1 200 | 1 200 | 1 196 | 1 196 | 70 958 CHF | 71 795 CHF | 99,85% | 99,85% |
11/11/2024 | 1,06% | 65,70 CHF | 66,40 CHF | 1 300 | 1 300 | 1 300 | 1 300 | 85 530 CHF | 86 440 CHF | 99,64% | 99,64% |
08/11/2024 | 1,18% | 59,50 CHF | 60,20 CHF | 1 300 | 1 300 | 1 300 | 1 300 | 75 050 CHF | 75 939 CHF | 98,70% | 98,70% |
07/11/2024 | 1,00% | 58,90 CHF | 59,50 CHF | 1 400 | 1 400 | 1 402 | 1 402 | 83 111 CHF | 83 946 CHF | 100,00% | 100,00% |