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% | 1,75 CHF | 1,76 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 149 275 CHF | 150 104 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 146 519 CHF | 147 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 151 631 CHF | 152 450 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 152 601 CHF | 153 414 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 149 220 CHF | 150 046 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 83 000 | 83 000 | 84 507 | 84 507 | 143 330 CHF | 144 175 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,63 CHF | 1,64 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 144 142 CHF | 144 975 CHF | 99,85% | 99,85% |
11/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 152 884 CHF | 153 695 CHF | 99,69% | 99,69% |
08/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 83 000 | 83 000 | 79 157 | 79 157 | 151 437 CHF | 152 250 CHF | 98,81% | 98,81% |
07/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 172 632 CHF | 173 405 CHF | 100,00% | 100,00% |