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 | 0,62% | 1,60 CHF | 1,61 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 84 555 CHF | 85 082 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 83 518 CHF | 84 053 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 81 634 CHF | 82 169 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 56 000 | 56 000 | 54 119 | 54 119 | 79 740 CHF | 80 281 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 76 646 CHF | 77 193 CHF | 99,34% | 99,34% |
13/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 78 628 CHF | 79 172 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 80 216 CHF | 80 769 CHF | 68,32% | 100,00% |
11/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 84 128 CHF | 84 655 CHF | 99,93% | 99,93% |
08/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 88 470 CHF | 88 988 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 96 397 CHF | 96 894 CHF | 98,53% | 98,53% |