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 | 0,61% | 1,58 CHF | 1,59 CHF | 48 500 | 48 500 | 47 541 | 47 541 | 77 907 CHF | 78 383 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 44 700 | 44 700 | 44 777 | 44 777 | 72 022 CHF | 72 470 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 43 200 | 43 200 | 42 609 | 42 609 | 78 798 CHF | 79 224 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 46 800 | 46 800 | 46 215 | 46 215 | 84 406 CHF | 84 868 CHF | 99,49% | 99,49% |
14/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 50 300 | 50 300 | 50 917 | 50 917 | 79 699 CHF | 80 209 CHF | 99,35% | 99,35% |
13/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 52 300 | 52 300 | 52 677 | 52 677 | 77 204 CHF | 77 731 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,48 CHF | 1,49 CHF | 46 200 | 46 200 | 44 771 | 44 771 | 71 264 CHF | 71 712 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,77 CHF | 1,78 CHF | 56 100 | 56 100 | 57 174 | 57 174 | 95 649 CHF | 96 221 CHF | 99,38% | 99,38% |
08/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 59 000 | 59 000 | 58 335 | 58 335 | 72 680 CHF | 73 263 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 62 900 | 62 900 | 62 773 | 62 773 | 85 653 CHF | 86 280 CHF | 99,43% | 99,43% |