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 | 0,69% | 1,44 CHF | 1,45 CHF | 55 700 | 55 700 | 55 470 | 55 470 | 80 059 CHF | 80 613 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 56 300 | 56 300 | 56 068 | 56 068 | 79 715 CHF | 80 276 CHF | 99,89% | 99,89% |
18/11/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 62 800 | 62 800 | 62 127 | 62 127 | 82 800 CHF | 83 422 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 66 900 | 66 900 | 66 624 | 66 624 | 82 685 CHF | 83 351 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 78 600 | 78 600 | 77 704 | 77 704 | 88 175 CHF | 88 952 CHF | 99,45% | 99,45% |
13/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 73 500 | 73 500 | 73 197 | 73 197 | 78 741 CHF | 79 473 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 76 800 | 76 800 | 76 484 | 76 484 | 80 141 CHF | 80 906 CHF | 99,90% | 99,90% |
11/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 73 300 | 73 300 | 72 998 | 72 998 | 74 014 CHF | 74 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 74 600 | 74 600 | 74 289 | 74 289 | 76 893 CHF | 77 635 CHF | 98,94% | 98,94% |
07/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 69 711 | 69 711 | 71 350 CHF | 72 047 CHF | 100,00% | 100,00% |