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 | 0,55% | 1,82 CHF | 1,83 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 96 005 CHF | 96 532 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 95 135 CHF | 95 671 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 93 281 CHF | 93 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 91 477 CHF | 92 018 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 88 591 CHF | 89 139 CHF | 99,33% | 99,33% |
13/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 90 499 CHF | 91 044 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 56 000 | 56 000 | 55 307 | 55 307 | 92 307 CHF | 92 860 CHF | 68,32% | 100,00% |
11/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 95 723 CHF | 96 250 CHF | 99,93% | 99,93% |
08/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 99 782 CHF | 100 299 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 107 314 CHF | 107 811 CHF | 98,53% | 98,53% |