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 | 0,80% | 1,24 CHF | 1,25 CHF | 47 490 | 47 490 | 46 996 | 46 996 | 59 259 CHF | 59 730 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 44 690 | 44 690 | 44 073 | 44 073 | 56 030 CHF | 56 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 44 790 | 44 790 | 44 454 | 44 454 | 61 160 CHF | 61 605 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 43 090 | 43 090 | 42 854 | 42 854 | 58 922 CHF | 59 351 CHF | 71,43% | 71,43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 44 180 | 44 180 | 43 826 | 43 826 | 58 867 CHF | 59 306 CHF | 98,94% | 98,94% |
12/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 42 370 | 42 370 | 41 826 | 41 826 | 57 655 CHF | 58 073 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 41 820 | 41 820 | 41 259 | 41 259 | 60 507 CHF | 60 920 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 41 080 | 41 080 | 40 630 | 40 630 | 59 360 CHF | 59 767 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 41 110 | 41 110 | 40 625 | 40 625 | 61 029 CHF | 61 436 CHF | 100,00% | 100,00% |