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 | 0,54% | 1,82 CHF | 1,83 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 154 424 CHF | 155 253 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 151 774 CHF | 152 604 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 81 000 | 81 000 | 81 961 | 81 961 | 156 777 CHF | 157 597 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 157 757 CHF | 158 570 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 154 411 CHF | 155 237 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 83 000 | 83 000 | 84 507 | 84 507 | 148 576 CHF | 149 421 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,69 CHF | 1,70 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 149 368 CHF | 150 202 CHF | 99,85% | 99,85% |
11/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 158 014 CHF | 158 825 CHF | 99,72% | 99,72% |
08/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 83 000 | 83 000 | 79 193 | 79 193 | 156 491 CHF | 157 304 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 177 615 CHF | 178 388 CHF | 100,00% | 100,00% |