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 | 0,67% | 1,53 CHF | 1,54 CHF | 80 000 | 80 000 | 36 581 | 36 581 | 55 557 CHF | 55 924 CHF | 99,39% | 99,39% |
19/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 82 000 | 82 000 | 36 853 | 36 853 | 53 497 CHF | 53 867 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 82 000 | 82 000 | 36 850 | 36 850 | 52 580 CHF | 52 949 CHF | 99,88% | 99,88% |
15/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 82 000 | 82 000 | 36 736 | 36 736 | 54 022 CHF | 54 390 CHF | 99,72% | 99,72% |
14/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 82 000 | 82 000 | 36 091 | 36 091 | 54 139 CHF | 54 501 CHF | 98,38% | 98,38% |
13/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 81 000 | 81 000 | 36 669 | 36 669 | 55 471 CHF | 55 839 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 81 000 | 81 000 | 36 571 | 36 571 | 55 775 CHF | 56 141 CHF | 99,88% | 99,88% |
11/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 80 000 | 80 000 | 35 644 | 35 644 | 55 590 CHF | 55 947 CHF | 99,90% | 99,90% |
08/11/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 80 000 | 80 000 | 36 551 | 36 551 | 56 588 CHF | 56 955 CHF | 99,04% | 99,04% |
07/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 81 000 | 81 000 | 35 878 | 35 878 | 55 143 CHF | 55 502 CHF | 99,90% | 99,90% |