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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 56 800 | 56 800 | 57 216 | 57 216 | 102 977 CHF | 103 549 CHF | 99,98% | 99,98% |
20/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 58 800 | 58 800 | 57 747 | 57 747 | 102 030 CHF | 102 607 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 64 600 | 64 600 | 64 078 | 64 078 | 117 626 CHF | 118 267 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 61 700 | 61 700 | 61 690 | 61 690 | 106 320 CHF | 106 936 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 60 700 | 60 700 | 60 225 | 60 225 | 102 607 CHF | 103 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 55 300 | 55 300 | 55 709 | 55 709 | 99 480 CHF | 100 037 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 56 100 | 56 100 | 55 694 | 55 694 | 105 124 CHF | 105 681 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,95 CHF | 1,96 CHF | 69 400 | 69 400 | 67 916 | 67 916 | 121 975 CHF | 122 654 CHF | 99,85% | 99,85% |
11/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 65 100 | 65 100 | 65 028 | 65 028 | 102 345 CHF | 102 995 CHF | 99,66% | 99,66% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 76 400 | 76 400 | 76 216 | 76 216 | 121 837 CHF | 122 599 CHF | 99,48% | 99,48% |