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 | 0,97% | 1,00 CHF | 1,01 CHF | 40 500 | 40 500 | 39 844 | 39 844 | 41 437 CHF | 41 835 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 40 400 | 40 400 | 39 951 | 39 951 | 40 820 CHF | 41 220 CHF | 98,91% | 98,91% |
18/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 40 000 | 40 000 | 39 679 | 39 679 | 42 448 CHF | 42 845 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 39 800 | 39 800 | 39 597 | 39 597 | 44 873 CHF | 45 269 CHF | 71,86% | 71,86% |
14/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 39 400 | 39 400 | 39 107 | 39 107 | 44 718 CHF | 45 109 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 39 500 | 39 500 | 39 086 | 39 086 | 44 841 CHF | 45 232 CHF | 99,39% | 99,39% |
12/11/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 39 100 | 39 100 | 38 241 | 38 241 | 47 747 CHF | 48 129 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 38 200 | 38 200 | 37 838 | 37 838 | 49 558 CHF | 49 937 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 39 000 | 39 000 | 38 454 | 38 454 | 47 726 CHF | 48 110 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 38 200 | 38 200 | 38 089 | 38 089 | 49 766 CHF | 50 147 CHF | 100,00% | 100,00% |