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 | 0,93% | 1,05 CHF | 1,06 CHF | 46 000 | 46 000 | 45 148 | 45 148 | 48 479 CHF | 48 930 CHF | 99,44% | 99,44% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 45 000 | 45 000 | 45 009 | 45 009 | 48 519 CHF | 48 969 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 45 000 | 45 000 | 45 369 | 45 369 | 48 095 CHF | 48 548 CHF | 99,88% | 99,88% |
15/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 47 585 CHF | 48 045 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 45 000 | 45 000 | 45 984 | 45 984 | 47 935 CHF | 48 395 CHF | 98,60% | 98,60% |
13/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 46 000 | 46 000 | 45 993 | 45 993 | 47 574 CHF | 48 034 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 48 953 CHF | 49 403 CHF | 99,90% | 99,90% |
11/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 45 000 | 45 000 | 44 327 | 44 327 | 50 543 CHF | 50 987 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 44 000 | 44 000 | 44 042 | 44 042 | 50 382 CHF | 50 822 CHF | 98,30% | 98,30% |
07/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 51 081 CHF | 51 521 CHF | 100,00% | 100,00% |