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 | 1,21% | 0,82 CHF | 0,83 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 43 387 CHF | 43 914 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 41 865 CHF | 42 400 CHF | 100,00% | 100,00% |
18/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 39 833 CHF | 40 368 CHF | 100,00% | 100,00% |
15/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 37 331 CHF | 37 872 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 33 712 CHF | 34 260 CHF | 99,39% | 99,39% |
13/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 36 012 CHF | 36 556 CHF | 100,00% | 100,00% |
12/11/2024 | 1,49% | 0,62 CHF | 0,63 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 36 748 CHF | 37 301 CHF | 68,32% | 100,00% |
11/11/2024 | 1,23% | 0,76 CHF | 0,77 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 42 583 CHF | 43 110 CHF | 99,93% | 99,93% |
08/11/2024 | 1,08% | 0,87 CHF | 0,88 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 47 859 CHF | 48 377 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 57 282 CHF | 57 779 CHF | 98,53% | 98,53% |