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 | 1,04% | 0,97 CHF | 0,98 CHF | 44 000 | 44 000 | 44 205 | 44 205 | 42 765 CHF | 43 207 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 45 000 | 45 000 | 44 573 | 44 573 | 46 693 CHF | 47 139 CHF | 98,98% | 98,98% |
18/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 45 000 | 45 000 | 44 862 | 44 862 | 46 830 CHF | 47 280 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 1,03 CHF | 1,04 CHF | 45 000 | 45 000 | 43 583 | 43 583 | 36 357 CHF | 36 793 CHF | 71,53% | 71,53% |
14/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 42 000 | 42 000 | 41 307 | 41 307 | 24 336 CHF | 24 750 CHF | 100,00% | 100,00% |
13/11/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 41 000 | 41 000 | 41 568 | 41 568 | 26 088 CHF | 26 504 CHF | 98,55% | 98,55% |
12/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 41 000 | 41 000 | 40 988 | 40 988 | 23 263 CHF | 23 674 CHF | 99,65% | 99,65% |
11/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 42 000 | 42 000 | 41 601 | 41 601 | 25 021 CHF | 25 438 CHF | 100,00% | 100,00% |
08/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 42 000 | 42 000 | 42 024 | 42 024 | 28 883 CHF | 29 304 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 42 000 | 42 000 | 42 412 | 42 412 | 30 653 CHF | 31 078 CHF | 100,00% | 100,00% |