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 | 0,68% | 1,46 CHF | 1,47 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 76 890 CHF | 77 417 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 75 771 CHF | 76 306 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 73 849 CHF | 74 385 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 56 000 | 56 000 | 54 119 | 54 119 | 71 828 CHF | 72 369 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 68 677 CHF | 69 225 CHF | 99,33% | 99,33% |
13/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 70 736 CHF | 71 280 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 72 142 CHF | 72 695 CHF | 68,32% | 100,00% |
11/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 76 445 CHF | 76 972 CHF | 99,93% | 99,93% |
08/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 80 965 CHF | 81 482 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 89 184 CHF | 89 681 CHF | 98,53% | 98,53% |