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 | 0,53% | 1,90 CHF | 1,91 CHF | 44 000 | 44 000 | 44 228 | 44 228 | 83 707 CHF | 84 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 45 000 | 45 000 | 44 599 | 44 599 | 87 997 CHF | 88 443 CHF | 98,96% | 98,96% |
18/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 45 000 | 45 000 | 44 887 | 44 887 | 88 420 CHF | 88 869 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,96 CHF | 1,97 CHF | 45 000 | 45 000 | 43 586 | 43 586 | 76 741 CHF | 77 177 CHF | 71,74% | 71,74% |
14/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 42 000 | 42 000 | 41 315 | 41 315 | 62 529 CHF | 62 942 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 41 000 | 41 000 | 41 544 | 41 544 | 64 528 CHF | 64 944 CHF | 98,51% | 98,51% |
12/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 41 000 | 41 000 | 40 988 | 40 988 | 61 197 CHF | 61 608 CHF | 99,65% | 99,65% |
11/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 42 000 | 42 000 | 41 591 | 41 591 | 63 516 CHF | 63 932 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 42 000 | 42 000 | 42 032 | 42 032 | 67 854 CHF | 68 275 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 42 000 | 42 000 | 42 486 | 42 486 | 70 050 CHF | 70 475 CHF | 100,00% | 100,00% |