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 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 74 380 | 74 380 | 134 268 CHF | 135 013 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 76 000 | 76 000 | 75 245 | 75 245 | 131 140 CHF | 131 894 CHF | 98,74% | 98,74% |
18/11/2024 | 0,62% | 1,75 CHF | 1,76 CHF | 76 000 | 76 000 | 76 899 | 76 899 | 125 336 CHF | 126 106 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 77 000 | 77 000 | 77 433 | 77 433 | 128 844 CHF | 129 618 CHF | 70,82% | 70,82% |
14/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 76 000 | 76 000 | 75 576 | 75 576 | 130 534 CHF | 131 291 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 77 000 | 77 000 | 76 530 | 76 530 | 127 438 CHF | 128 204 CHF | 99,82% | 99,82% |
12/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 78 000 | 78 000 | 76 333 | 76 333 | 128 864 CHF | 129 628 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 78 000 | 78 000 | 75 819 | 75 819 | 132 132 CHF | 132 891 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 76 000 | 76 000 | 74 439 | 74 439 | 141 442 CHF | 142 187 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 74 000 | 74 000 | 74 422 | 74 422 | 142 690 CHF | 143 435 CHF | 100,00% | 100,00% |