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 | 0,61% | 1,58 CHF | 1,59 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 134 941 CHF | 135 771 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 132 175 CHF | 133 005 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 137 529 CHF | 138 349 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 138 615 CHF | 139 428 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 134 977 CHF | 135 804 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 83 000 | 83 000 | 84 506 | 84 506 | 128 667 CHF | 129 512 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,46 CHF | 1,47 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 129 751 CHF | 130 584 CHF | 99,85% | 99,85% |
11/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 138 963 CHF | 139 773 CHF | 99,67% | 99,67% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 83 000 | 83 000 | 79 156 | 79 156 | 137 849 CHF | 138 661 CHF | 98,78% | 98,78% |
07/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 159 500 CHF | 160 273 CHF | 100,00% | 100,00% |