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 | 0,84% | 1,18 CHF | 1,19 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 62 235 CHF | 62 762 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 60 954 CHF | 61 489 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 58 971 CHF | 59 506 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 56 741 CHF | 57 282 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 53 378 CHF | 53 925 CHF | 99,33% | 99,33% |
13/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 55 546 CHF | 56 091 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 56 659 CHF | 57 212 CHF | 68,32% | 100,00% |
11/11/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 61 643 CHF | 62 170 CHF | 99,93% | 99,93% |
08/11/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 66 472 CHF | 66 989 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 75 237 CHF | 75 734 CHF | 98,53% | 98,53% |