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 | 0,59% | 1,69 CHF | 1,70 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 71 388 CHF | 71 812 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 71 920 CHF | 72 347 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 68 580 CHF | 68 999 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 67 098 CHF | 67 511 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 70 046 CHF | 70 468 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 69 502 CHF | 69 922 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 42 000 | 42 000 | 41 328 | 41 328 | 67 062 CHF | 67 476 CHF | 99,85% | 99,85% |
11/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 60 701 CHF | 61 101 CHF | 99,73% | 99,73% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 61 317 CHF | 61 717 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 56 926 CHF | 57 314 CHF | 99,44% | 99,44% |