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 | 0,55% | 1,80 CHF | 1,81 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 102 115 CHF | 102 675 CHF | 99,43% | 99,43% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 56 000 | 56 000 | 56 527 | 56 527 | 101 610 CHF | 102 175 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 103 096 CHF | 103 656 CHF | 99,88% | 99,88% |
15/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 102 380 CHF | 102 940 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 56 000 | 56 000 | 58 614 | 58 614 | 103 339 CHF | 103 925 CHF | 98,51% | 98,51% |
13/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 102 704 CHF | 103 287 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 102 471 CHF | 103 031 CHF | 99,88% | 99,88% |
11/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 104 374 CHF | 104 934 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 102 732 CHF | 103 292 CHF | 99,05% | 99,05% |
07/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 105 898 CHF | 106 458 CHF | 100,00% | 100,00% |