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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 61 389 CHF | 61 747 CHF | 99,64% | 99,64% |
20/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 54 477 CHF | 54 849 CHF | 99,43% | 99,43% |
19/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 49 896 CHF | 50 278 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 55 079 CHF | 55 451 CHF | 99,88% | 99,88% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 55 763 CHF | 56 133 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 55 468 CHF | 55 838 CHF | 98,60% | 98,60% |
13/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 54 257 CHF | 54 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 57 246 CHF | 57 615 CHF | 99,88% | 99,88% |
11/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 59 943 CHF | 60 303 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 59 055 CHF | 59 415 CHF | 98,30% | 98,30% |