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 | 0,65% | 1,55 CHF | 1,56 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 54 743 CHF | 55 101 CHF | 99,64% | 99,64% |
20/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 47 616 CHF | 47 989 CHF | 99,43% | 99,43% |
19/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 42 915 CHF | 43 297 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 48 272 CHF | 48 643 CHF | 99,88% | 99,88% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 48 909 CHF | 49 279 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 48 654 CHF | 49 024 CHF | 98,56% | 98,56% |
13/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 47 470 CHF | 47 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 50 429 CHF | 50 798 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 53 302 CHF | 53 662 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 52 426 CHF | 52 786 CHF | 98,30% | 98,30% |