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 | 0,76% | 1,28 CHF | 1,29 CHF | 46 000 | 46 000 | 45 148 | 45 148 | 59 223 CHF | 59 675 CHF | 99,44% | 99,44% |
19/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 45 000 | 45 000 | 45 009 | 45 009 | 59 189 CHF | 59 639 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 45 000 | 45 000 | 45 369 | 45 369 | 58 834 CHF | 59 288 CHF | 99,88% | 99,88% |
15/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 58 458 CHF | 58 918 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 45 000 | 45 000 | 45 984 | 45 984 | 58 903 CHF | 59 363 CHF | 98,51% | 98,51% |
13/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 46 000 | 46 000 | 45 993 | 45 993 | 58 495 CHF | 58 955 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 59 630 CHF | 60 080 CHF | 99,88% | 99,88% |
11/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 45 000 | 45 000 | 44 327 | 44 327 | 60 990 CHF | 61 434 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 44 000 | 44 000 | 44 042 | 44 042 | 60 820 CHF | 61 261 CHF | 98,30% | 98,30% |
07/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 61 480 CHF | 61 920 CHF | 100,00% | 100,00% |