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 | 0,75% | 1,33 CHF | 1,34 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 70 315 CHF | 70 842 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 69 107 CHF | 69 642 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 67 178 CHF | 67 714 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 56 000 | 56 000 | 54 119 | 54 119 | 65 078 CHF | 65 619 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 56 000 | 56 000 | 54 755 | 54 755 | 61 848 CHF | 62 396 CHF | 99,39% | 99,39% |
13/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 56 000 | 56 000 | 54 449 | 54 449 | 63 939 CHF | 64 483 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 65 220 CHF | 65 773 CHF | 68,32% | 100,00% |
11/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 69 795 CHF | 70 322 CHF | 99,93% | 99,93% |
08/11/2024 | 0,69% | 1,38 CHF | 1,39 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 74 451 CHF | 74 968 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 82 868 CHF | 83 365 CHF | 98,53% | 98,53% |