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% | 1,67 CHF | 1,68 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 56 875 CHF | 57 222 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 58 402 CHF | 58 749 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 35 000 | 35 000 | 34 673 | 34 673 | 56 312 CHF | 56 659 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 56 169 CHF | 56 519 CHF | 84,69% | 84,69% |
14/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 35 000 | 35 000 | 34 673 | 34 671 | 55 582 CHF | 55 927 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 35 000 | 35 000 | 34 669 | 34 669 | 58 381 CHF | 58 728 CHF | 99,13% | 99,13% |
12/11/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 55 699 CHF | 56 046 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 35 000 | 35 000 | 34 674 | 34 674 | 53 210 CHF | 53 557 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 56 019 CHF | 56 366 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 55 421 CHF | 55 768 CHF | 100,00% | 100,00% |