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 | 0,52% | 1,93 CHF | 1,94 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 81 179 CHF | 81 604 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 81 837 CHF | 82 264 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 78 261 CHF | 78 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 76 629 CHF | 77 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 79 822 CHF | 80 243 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 79 230 CHF | 79 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 76 652 CHF | 77 066 CHF | 99,85% | 99,85% |
11/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 69 894 CHF | 70 294 CHF | 99,68% | 99,68% |
08/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 70 509 CHF | 70 908 CHF | 98,79% | 98,79% |
07/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 65 889 CHF | 66 278 CHF | 99,44% | 99,44% |