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 | 0,88% | 1,10 CHF | 1,11 CHF | 44 800 | 44 800 | 44 640 | 44 640 | 50 774 CHF | 51 220 CHF | 99,43% | 99,43% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 44 908 CHF | 45 338 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 44 900 | 44 900 | 44 985 | 44 985 | 48 120 CHF | 48 570 CHF | 99,88% | 99,88% |
15/11/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 44 200 | 44 200 | 44 599 | 44 599 | 42 685 CHF | 43 131 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,08 CHF | 1,09 CHF | 42 400 | 42 400 | 43 012 | 43 012 | 41 406 CHF | 41 836 CHF | 98,55% | 98,55% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 46 800 | 46 800 | 46 828 | 46 828 | 50 926 CHF | 51 395 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 0,97 CHF | 0,98 CHF | 40 800 | 40 800 | 40 475 | 40 475 | 42 450 CHF | 42 855 CHF | 99,88% | 99,88% |
11/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 39 900 | 39 900 | 39 853 | 39 853 | 47 369 CHF | 47 768 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 39 000 | 39 000 | 38 994 | 38 994 | 45 179 CHF | 45 569 CHF | 98,30% | 98,30% |
07/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 38 400 | 38 400 | 38 307 | 38 307 | 47 934 CHF | 48 317 CHF | 100,00% | 100,00% |