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 | 0,78% | 1,30 CHF | 1,31 CHF | 44 000 | 44 000 | 44 206 | 44 206 | 57 361 CHF | 57 804 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 45 000 | 45 000 | 44 585 | 44 585 | 61 390 CHF | 61 836 CHF | 98,95% | 98,95% |
18/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 45 000 | 45 000 | 44 862 | 44 862 | 61 631 CHF | 62 080 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,36 CHF | 1,37 CHF | 45 000 | 45 000 | 43 583 | 43 583 | 50 753 CHF | 51 189 CHF | 71,64% | 71,64% |
14/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 37 963 CHF | 38 376 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 41 000 | 41 000 | 41 565 | 41 565 | 39 786 CHF | 40 202 CHF | 97,71% | 97,71% |
12/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 41 000 | 41 000 | 40 988 | 40 988 | 36 785 CHF | 37 195 CHF | 99,65% | 99,65% |
11/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 42 000 | 42 000 | 41 601 | 41 601 | 38 694 CHF | 39 111 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 42 000 | 42 000 | 42 037 | 42 037 | 42 766 CHF | 43 187 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 42 000 | 42 000 | 42 430 | 42 430 | 44 674 CHF | 45 098 CHF | 100,00% | 100,00% |