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 | 0,64% | 1,53 CHF | 1,54 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 130 298 CHF | 131 127 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 127 631 CHF | 128 461 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 81 000 | 81 000 | 81 961 | 81 961 | 132 916 CHF | 133 736 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 134 070 CHF | 134 883 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 130 357 CHF | 131 184 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 83 000 | 83 000 | 84 507 | 84 507 | 124 061 CHF | 124 907 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,40 CHF | 1,41 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 125 140 CHF | 125 973 CHF | 99,85% | 99,85% |
11/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 134 407 CHF | 135 217 CHF | 99,68% | 99,68% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 83 000 | 83 000 | 79 157 | 79 157 | 133 398 CHF | 134 210 CHF | 98,78% | 98,78% |
07/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 155 059 CHF | 155 831 CHF | 100,00% | 100,00% |