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 | 1,71% | 0,59 CHF | 0,60 CHF | 57 100 | 57 100 | 56 654 | 56 654 | 33 277 CHF | 33 844 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 58 100 | 58 100 | 56 449 | 56 449 | 33 411 CHF | 33 976 CHF | 98,98% | 98,98% |
18/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 56 300 | 56 300 | 55 795 | 55 795 | 34 364 CHF | 34 923 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 56 700 | 56 700 | 56 661 | 56 661 | 34 516 CHF | 35 083 CHF | 71,92% | 71,92% |
14/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 56 100 | 56 100 | 55 824 | 55 824 | 34 351 CHF | 34 910 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 56 200 | 56 200 | 55 623 | 55 623 | 34 586 CHF | 35 143 CHF | 99,23% | 99,23% |
12/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 55 800 | 55 800 | 55 016 | 55 016 | 35 054 CHF | 35 605 CHF | 100,00% | 100,00% |
11/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 55 000 | 55 000 | 54 572 | 54 572 | 35 565 CHF | 36 111 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 55 400 | 55 400 | 54 974 | 54 974 | 35 418 CHF | 35 969 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 55 300 | 55 300 | 54 923 | 54 923 | 35 871 CHF | 36 421 CHF | 100,00% | 100,00% |