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 | 0,53% | 1,89 CHF | 1,90 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 99 399 CHF | 99 925 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 98 459 CHF | 98 994 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 96 624 CHF | 97 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 94 954 CHF | 95 495 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 56 000 | 56 000 | 54 755 | 54 755 | 92 120 CHF | 92 668 CHF | 99,39% | 99,39% |
13/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 93 943 CHF | 94 487 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 95 811 CHF | 96 364 CHF | 68,32% | 100,00% |
11/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 99 059 CHF | 99 586 CHF | 99,93% | 99,93% |
08/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 103 074 CHF | 103 592 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 110 428 CHF | 110 925 CHF | 98,53% | 98,53% |