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 | 1,01% | 57,74 CHF | 58,32 CHF | 1 715 | 1 698 | 1 730 | 1 712 | 99 019 CHF | 99 031 CHF | 95,73% | 95,73% |
19/11/2024 | 1,01% | 56,11 CHF | 56,68 CHF | 1 764 | 1 747 | 1 783 | 1 766 | 98 986 CHF | 98 998 CHF | 98,28% | 98,28% |
18/11/2024 | 1,01% | 55,92 CHF | 56,49 CHF | 1 770 | 1 753 | 1 765 | 1 747 | 98 998 CHF | 99 008 CHF | 99,60% | 99,60% |
15/11/2024 | 1,01% | 57,00 CHF | 57,58 CHF | 1 737 | 1 720 | 1 657 | 1 641 | 99 063 CHF | 99 072 CHF | 99,63% | 99,63% |
14/11/2024 | 1,00% | 62,20 CHF | 62,83 CHF | 1 593 | 1 578 | 1 585 | 1 569 | 99 118 CHF | 99 122 CHF | 99,97% | 99,97% |
13/11/2024 | 1,00% | 62,57 CHF | 63,20 CHF | 1 584 | 1 568 | 1 585 | 1 569 | 99 118 CHF | 99 122 CHF | 99,93% | 99,93% |
12/11/2024 | 1,01% | 62,28 CHF | 62,91 CHF | 1 591 | 1 576 | 1 555 | 1 539 | 99 131 CHF | 99 143 CHF | 98,98% | 98,98% |
11/11/2024 | 1,01% | 66,01 CHF | 66,68 CHF | 1 502 | 1 487 | 1 524 | 1 509 | 99 149 CHF | 99 159 CHF | 99,78% | 99,78% |
08/11/2024 | 1,00% | 63,49 CHF | 64,13 CHF | 1 561 | 1 546 | 1 563 | 1 548 | 99 125 CHF | 99 136 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 64,17 CHF | 64,82 CHF | 1 545 | 1 530 | 1 530 | 1 515 | 99 147 CHF | 99 159 CHF | 100,00% | 100,00% |