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% | 1,87 CHF | 1,88 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 79 026 CHF | 79 451 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 79 555 CHF | 79 983 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 76 092 CHF | 76 511 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 74 536 CHF | 74 949 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 77 588 CHF | 78 009 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 77 029 CHF | 77 449 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 74 501 CHF | 74 914 CHF | 99,85% | 99,85% |
11/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 67 877 CHF | 68 277 CHF | 99,71% | 99,71% |
08/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 68 444 CHF | 68 844 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 63 920 CHF | 64 309 CHF | 99,44% | 99,44% |