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 | 0,66% | 1,49 CHF | 1,50 CHF | 40 500 | 40 500 | 39 840 | 39 840 | 60 921 CHF | 61 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 40 400 | 40 400 | 39 956 | 39 956 | 60 392 CHF | 60 792 CHF | 98,91% | 98,91% |
18/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 40 000 | 40 000 | 39 686 | 39 686 | 61 863 CHF | 62 260 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 39 800 | 39 800 | 39 596 | 39 596 | 64 228 CHF | 64 624 CHF | 71,75% | 71,75% |
14/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 39 400 | 39 400 | 39 118 | 39 118 | 63 861 CHF | 64 252 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 39 500 | 39 500 | 39 094 | 39 094 | 63 980 CHF | 64 371 CHF | 99,36% | 99,36% |
12/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 39 100 | 39 100 | 38 246 | 38 246 | 66 443 CHF | 66 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 38 200 | 38 200 | 37 832 | 37 832 | 68 063 CHF | 68 442 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 39 000 | 39 000 | 38 454 | 38 454 | 66 510 CHF | 66 895 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 38 200 | 38 200 | 38 099 | 38 099 | 68 389 CHF | 68 770 CHF | 100,00% | 100,00% |